What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?

DOI10.2307/2682808zbMath0573.62061OpenAlexW4230915158MaRDI QIDQ3690896

Yasuo Amemiya

Publication date: 1985

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2682808

zbMATH Keywords

mixed-effect modelsrestricted maximum likelihood estimatorsEstimation of covariance componentsmultivariate random-effect modelnested covariance structureproper covariance matrix estimatortwo-fold nested

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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