Maximum likelihood estimation of variance components-a Monte Carlo study

DOI10.1080/00949657908810265MaRDI QIDQ4199387zbMATH OpenOpenAlexFDO

Authors John J. Miller

Publication date 1978

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657908810265

zbMATH Keywords

computational propertiesestimation of variance componentsfunctional iteration methodmaximum likelihood methodsmean square error propertiesmixed model analysis of varianceMonte Carlo techniquessmall sample properties

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• A revised method of scoring
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II
• Asymptotically efficient estimation of covariance matrices with linear structure
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
• scientific article; zbMATH DE number 3495509 (Why is no real title available?)
• scientific article; zbMATH DE number 3269388 (Why is no real title available?)
• scientific article; zbMATH DE number 3410445 (Why is no real title available?)
• Maximum-likelihood estimation for the mixed analysis of variance model
• Mean Square Efficiency of Estimators of Variance Components
• Pseudo-random numbers - a new proposal for the choice of multiplicators
• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• Some Analytical and Numerical Comparisons of Estimators for the Mixed A.O.V. Model
• The Problem of Negative Estimates of Variance Components

Cited in

(1)

• A New Approach for theW-Matrix

This page was built for publication: Maximum likelihood estimation of variance components-a Monte Carlo study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4199387)