Wald consistency and the method of sieves in REML estimation

DOI10.1214/AOS/1031594742MaRDI QIDQ1372860zbMATH OpenOpenAlexFDO

Authors Jiming Jiang

Publication date 22 June 1998

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

Full work available at URL https://doi.org/10.1214/aos/1031594742

zbMATH Keywords

restricted maximum likelihoodanalysis of variancemethod of sievesunconfounded balanced mixed modelsWald consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
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• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
• Asymptotic Optimality of Restricted Maximum Likelihood Estimates for the Mixed Model
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Consistent Estimates Based on Partially Consistent Observations
• Hermitian Matrix Inequalities and a Conjecture
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Maximum Likelihood: An Introduction
• Maximum-likelihood estimation for the mixed analysis of variance model
• Note on the Consistency of the Maximum Likelihood Estimate
• REML estimation: Asymptotic behavior and related topics
• The Problem of Negative Estimates of Variance Components
• The asymptotic distribution of REML estimators
• Uniform asymptotic normality of the maximum likelihood estimator
• Variance Components Analysis: A Selective Literature Survey

Cited in

(13)

• Empirical method of moments and its applications
• Stabilizing the performance of kurtosis estimator of multivariate data
• REML estimation: Asymptotic behavior and related topics
• Multilevel mixed linear models for survival data
• Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient
• Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
• An orthogonality-based estimation of moments for linear mixed models
• Goodness-of-fit tests for mixed model diagnostics.
• Uniformly valid inference based on the Lasso in linear mixed models
• LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model
• Partially observed information and inference about non-Gaussian mixed linear models
• Simplified partially observed quasi-information matrix

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