Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance

DOI10.1214/AOS/1176345073MaRDI QIDQ1154764zbMATH OpenOpenAlexFDO

Authors Ted H. Szatrowski, John J. Miller

Publication date 1980

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345073

zbMATH Keywords

mixed modelvariance component estimationbalanced dataexplicit maximum likelihood estimates

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(14)

• The growth curve model: a review
• A matrix inequality and its statistical application
• On the maximum likelihood estimation for certain MANOVA models
• Experimental designs for mean and variance estimation in variance components models
• Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels
• MANOVA in the multivariate components of variance model
• ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case
• Likelihood ratio tests for covariance hypotheses generating commutative quadratic subspaces
• The spectral decomposition of covariance matrices for the variance components models
• REML estimation: Asymptotic behavior and related topics
• Generalized dispersion matrices for covariance structural analysis
• Existence of maximum likelihood estimates in normal variance-components models
• Maximum likelihood estimation in mixed normal models with two variance Components
• Estimability of variance components when all model matrices commute

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