Asymptotic properties of the estimators for multivariate components of variance

DOI10.1006/jmva.1994.1017zbMath0797.62045OpenAlexW1993926429MaRDI QIDQ1323851

Sellem Remadi, Yasuo Amemiya

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 studyhigher order expansionnumber of groupsrank constraintrank conditionestimation of covariance matricesrestricted maximum likelihood estimatorsbetween-group covariance matrixcommon asymptotic expansionincorrectly specified rankmultivariate balanced one-way random effects modelnumber of replicates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

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