Estimation in a simple random effects model with nonnormal distributions

DOI10.1093/BIOMET/89.4.831MaRDI QIDQ4455372zbMATH OpenOpenAlexFDO

Authors D. R. Cox, Peter Hall

Publication date 16 March 2004

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/89.4.831

zbMATH Keywords

\(U\)-statisticcomponents of variancescumulantgroup effectmomentnonnormal error distributionrandom effects

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(19)

• Nonparametric estimation of normal ranges given one-way ANOVA random effects assumptions.
• Inference in components of variance models with low replication
• Testing for random effects in linear mixed models for longitudinal data under moment conditions
• Assessing skewness, kurtosis and normality in linear mixed models
• Robust estimation of moments in dynamic panel models with potential intercorrelation
• Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
• An orthogonality-based estimation of moments for linear mixed models
• Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
• BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
• Estimating Moments in Linear Mixed Models
• Finite sample theory of QMLE in ARCH models with dynamics in the mean equation
• Efficient estimation of moments in linear mixed models
• Efficient estimation for rank-based regression with clustered data
• Covariance based moment equations for improved variance component estimation
• Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models
• Testing for distributional features in varying coefficient panel data models
• Estimation in additive models and ANOVA-like applications
• Estimation in linear mixed models for longitudinal data under linear restricted conditions
• Robust density power divergence estimates for panel data models

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