Wald consistency and the method of sieves in REML estimation
DOI10.1214/AOS/1031594742zbMATH Open0890.62020OpenAlexW2109089017MaRDI QIDQ1372860FDOQ1372860
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
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Cites Work
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- Variance Components Analysis: A Selective Literature Survey
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- Maximum Likelihood: An Introduction
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- REML estimation: Asymptotic behavior and related topics
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- Asymptotic Optimality of Restricted Maximum Likelihood Estimates for the Mixed Model
- Hermitian Matrix Inequalities and a Conjecture
- ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
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
- 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)
- Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model
- 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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