Existence of maximum likelihood estimates in normal variance-components models

DOI10.1016/S0378-3758(01)00302-0MaRDI QIDQ1869125zbMATH OpenOpenAlexFDO

Authors Shaun S. Wulff, David S. Birkes

Publication date 9 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(01)00302-0

zbMATH Keywords

Mixed linear modelBalanced classification modelCommutative covariance structureResidual maximum likelihood estimate

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 1130407 (Why is no real title available?)
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Balance and orthogonality in designs for mixed classification models
• Direct products: a powerful tool for the analysis of balanced data
• Existence of maximum likelihood estimates in normal variance-components models
• Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance
• Graphical methods for constructing data sets for which likelihood functions have multiple optima
• On the existence of the maximum likelihood estimate in variance components models
• On the existence of unbiased nonnegative estimates of variance covariance components

Cited in

(9)

• Existence of maximum likelihood estimates in normal variance-components models
• On the existence of the maximum likelihood estimate in variance components models
• A note on the existence of the maximum likelihood estimate in variance components models
• Best unbiased estimation of fixed effects in mixed ANOVA models
• Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields
• Partially observed information and inference about non-Gaussian mixed linear models
• On maximum likelihood estimation in mixed normal models with two variance components
• scientific article; zbMATH DE number 1747141 (Why is no real title available?)
• MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS

Describes a project that uses

Uses Software

• SAS/STAT

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