A note on the existence of the maximum likelihood estimate in variance components models
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Publication:5262812
DOI10.7151/DMPS.1164zbMATH Open1326.62153arXiv1410.4787OpenAlexW2963727740MaRDI QIDQ5262812FDOQ5262812
Mariusz Grządziel, Andrzej Michalski
Publication date: 16 July 2015
Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)
Abstract: In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhy=a 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of variance components, is presented.
Full work available at URL: https://arxiv.org/abs/1410.4787
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