The Problem of Negative Estimates of Variance Components
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(52)- A new procedure for the estimation of variance components
- An isotonic regression algorithm
- Separable convex programs with ratio constraints over a directed tree
- Testing for and against an order restriction in mixed-effects models
- Locating service centers with precedence constraints
- Wald consistency and the method of sieves in REML estimation
- A multivariate approach for estimating the random effects variance component in one-way random effects model.
- Improved nonnegative estimation of multivariate components of variance
- REML estimation: Asymptotic behavior and related topics
- Isotonic regression via partitioning
- Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss
- Statistical methods for analysis of combined categorical biomarker data from multiple studies
- VCSEL: prioritizing SNP-set by penalized variance component selection
- Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals
- Gene set priorization guided by regulatory networks with p-values through kernel mixed model
- Adjusted QMLE for the spatial autoregressive parameter
- Algorithms and error estimations for monotone regression on partially preordered sets
- Weighted \(L_{\infty}\) isotonic regression
- Strict \(L_{\infty }\) isotonic regression
- Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
- An orthogonality-based estimation of moments for linear mixed models
- Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model
- The use of score tests for inference on variance components
- Some new algorithms for computing restricted maximum likelihood estimates of variance components
- Improved estimation of variance components in mixed models
- Estimation of linear models for field experiments
- Variance components estimation for the balanced random effects model under mixed prior distributions
- Mixed models and unbalanced data: wherefrom, whereat and whereto?
- A test of homogeneity for umbrella alternatives and tables of the level probabilities
- Some problems of optimal allocation in sample surveys involving inequality constraints
- On estimation of variance components
- Likelihood decision functions
- Bestimmung und Vergleich verschiedener Kredibilitätsformeln bei erfahrungstarifiertem Portefeuille
- Restricted maximum likelihood estimation under Eisenhart model Ill
- Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient
- A comparison of estimators of the precision of two instruments
- Maximum likelihood estimation of variance components-a Monte Carlo study
- Multivariate One-Way Random Effects Model
- A comparison of estimators of variance components in a two–way balanced crossed classification random effects model
- Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
- The minimalL1isotonic regression
- A graphical model selection tool for mixed models
- Negative variance components for non-negative hierarchical data with correlation, over-, and/or underdispersion
- A note on a hierarchical interpretation for negative variance components
- An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models
- Rejoinder
- Negative variance components and intercept-slope correlations greater than one in magnitude: how do such ``non-regular random intercept and slope models arise, and what should be done when they do?
- Analytical methods for correlated data arising from multicenter hearing studies
- Design and analysis of non-pharmacological treatment trials with multiple therapists per patient
- Restricted maximum likelihood estimation in generalized linear mixed models
- Non-negative Gaussian estimation of variance components in random effects models
- Merge and chop in the computation for isotonic regressions
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