A note on local maxima in maximum likelihood, restricted maximum likelihood, and baysian estimation of variance components
DOI10.1080/00949658908811193zbMATH Open0726.62124OpenAlexW2016672643MaRDI QIDQ3350554FDOQ3350554
Publication date: 1989
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658908811193
Point estimation (62F10) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Recovery of inter-block information when block sizes are unequal
- Title not available (Why is that?)
- Maximum-likelihood estimation for the mixed analysis of variance model
- Bayesian inference for variance components using only error contrasts
- Canonical likelihoods: A new likelihood treatment of nuisance parameters
Cited In (2)
Recommendations
- A composite likelihood approach to (co)variance components estimation π π
- Restricted maximum likelihood estimation under Eisenhart model Ill π π
- A type of restricted maximum likelihood estimator of variance components in generalised linear mixed models π π
- Maximum Likelihood Estimation of Variance Components for a Multivariate Mixed Model with Equal Design Matrices π π
- An overview of variance component estimation π π
This page was built for publication: A note on local maxima in maximum likelihood, restricted maximum likelihood, and baysian estimation of variance components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3350554)