Maximum likelihood estimation in mixed normal models with two variance Components

DOI10.1080/02331880213197zbMATH Open1003.62017OpenAlexW2034101311MaRDI QIDQ3153642FDOQ3153642

Authors: Stanisław Gnot, Dietmar Stemann, Götz Trenkler, Agnieszka Urbańska-Motyka 

Publication date: 28 November 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880213197

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zbMATH Keywords

variance componentsapproximation formulasmixed linear models

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Balance, efficiency and orthogonality concepts in block designs
• Title not available (Why is that?)
• Invariant quadratic unbiased estimation for two variance components
• Title not available (Why is that?)
• A Note on Balanced Designs
• Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components
• Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance

Cited In (12)

• On the existence of the maximum likelihood estimate in variance components models
• Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model
• Maximum Likelihood Estimation of Variance Components in Repeated Measures Designs Assuming Autoregressive Errors
• Title not available (Why is that?)
• On maximum likelihood estimation in mixed normal models with two variance components
• Maximum likelihood degree of variance component models
• Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Restricted maximum likelihood estimation under Eisenhart model Ill
• Maximum likelihood estimation of variance components of heteroscedastic random anova model
• Existence of maximum likelihood estimates in normal variance-components models

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