Asymptotic properties of the estimators for multivariate components of variance

DOI10.1006/jmva.1994.1017zbMath0797.62045MaRDI QIDQ1323851

Yasuo Amemiya, Sellem Remadi

Publication date: 25 October 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1017

zbMATH Keywords

simulation study; higher order expansion; number of groups; rank constraint; rank condition; estimation of covariance matrices; restricted maximum likelihood estimators; between-group covariance matrix; common asymptotic expansion; incorrectly specified rank; multivariate balanced one-way random effects model; number of replicates

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62J99: Linear inference, regression

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