메뉴 건너뛰기




Volumn 25, Issue 4, 1997, Pages 1781-1803

Wald consistency and the method of sieves in REML estimation

(1)  Jiang, Jiming a  

a NONE

Author keywords

Mixed models; Restricted maximum likelihood; The method of sieves; Wald consistency

Indexed keywords


EID: 0031530952     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1031594742     Document Type: Article
Times cited : (22)

References (19)
  • 2
    • 0040707600 scopus 로고
    • Hermitian matrix inequalities and a conjecture
    • CHAN, N. N. and KWONG, M. K. (1985). Hermitian matrix inequalities and a conjecture. Amer. Math. Monthly 92 533-541.
    • (1985) Amer. Math. Monthly , vol.92 , pp. 533-541
    • Chan, N.N.1    Kwong, M.K.2
  • 4
    • 38249002211 scopus 로고
    • The asymptotic distribution of REML estimators
    • CRESSIE, N. and LAHIRI, S. N. (1993). The asymptotic distribution of REML estimators. J. Multivariate Anal. 45 217-233.
    • (1993) J. Multivariate Anal. , vol.45 , pp. 217-233
    • Cressie, N.1    Lahiri, S.N.2
  • 5
    • 0039522274 scopus 로고
    • Asymptotic optimality of restricted maximum likelihood estimates for the mixed model
    • DAS, K. (1979). Asymptotic optimality of restricted maximum likelihood estimates for the mixed model. Calcutta Statist. Assoc. Bull. 28 125-142.
    • (1979) Calcutta Statist. Assoc. Bull. , vol.28 , pp. 125-142
    • Das, K.1
  • 7
    • 0014099014 scopus 로고
    • Maximum likelihood estimation for the mixed analysis of variance model
    • HARTLEY, H. O. and RAO, J. N. K. (1967). Maximum likelihood estimation for the mixed analysis of variance model. Biometrika 54 93-108.
    • (1967) Biometrika , vol.54 , pp. 93-108
    • Hartley, H.O.1    Rao, J.N.K.2
  • 8
    • 84890913931 scopus 로고
    • Maximum likelihood approaches to variance component estimation and to related problems
    • HARVILLE, D. A. (1977). Maximum likelihood approaches to variance component estimation and to related problems (with discussion). J. Amer. Statist. Assoc. 72 320-340.
    • (1977) J. Amer. Statist. Assoc. , vol.72 , pp. 320-340
    • Harville, D.A.1
  • 9
    • 0030559451 scopus 로고    scopus 로고
    • REML estimation: Asymptotic behavior and related topics
    • JIANG, J. (1996). REML estimation: asymptotic behavior and related topics. Ann. Statist. 24 255-286.
    • (1996) Ann. Statist. , vol.24 , pp. 255-286
    • Jiang, J.1
  • 10
    • 0000932881 scopus 로고
    • Variance components analysis: A selective literature survey
    • KHURI, A. I. and SAHAI, H. (1985). Variance components analysis: a selective literature survey. Internat. Statist. Rev. 53 279-300.
    • (1985) Internat. Statist. Rev. , vol.53 , pp. 279-300
    • Khuri, A.I.1    Sahai, H.2
  • 11
    • 0042802458 scopus 로고
    • Maximum likelihood: An introduction
    • Univ. Maryland, College Park
    • LE CAM, L. (1979). Maximum likelihood: an introduction. Lecture Notes in Statist. 18. Univ. Maryland, College Park.
    • (1979) Lecture Notes in Statist. , vol.18
    • Le Cam, L.1
  • 12
    • 0001065876 scopus 로고
    • Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
    • MILLER, J. J. (1977). Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance. Ann. Statist. 5 746-762.
    • (1977) Ann. Statist. , vol.5 , pp. 746-762
    • Miller, J.J.1
  • 13
    • 0001831031 scopus 로고
    • Consistent estimates based on partially consistent observations
    • NEYMAN, J. and SCOTT, E. (1948). Consistent estimates based on partially consistent observations. Econometrika 16 1-32.
    • (1948) Econometrika , vol.16 , pp. 1-32
    • Neyman, J.1    Scott, E.2
  • 15
    • 84934930614 scopus 로고
    • Contribution to the discussion of "Maximum likelihood approaches to variance component estimation and to related problems"
    • by D. A. Harville
    • RAO, J. N. K. (1977). Contribution to the discussion of "Maximum likelihood approaches to variance component estimation and to related problems" by D. A. Harville. J. Amer. Statist. Assoc. 72 338-339.
    • (1977) J. Amer. Statist. Assoc. , vol.72 , pp. 338-339
    • Rao, J.N.K.1
  • 16
    • 84990551091 scopus 로고
    • Asymptotic properties of restricted maximum likelihood (REML) estimates for hierarchical mixed linear models
    • RICHARDSON, A. M. and WELSH, A. H. (1994). Asymptotic properties of restricted maximum likelihood (REML) estimates for hierarchical mixed linear models. Austral. J. Statist. 36 31-43.
    • (1994) Austral. J. Statist. , vol.36 , pp. 31-43
    • Richardson, A.M.1    Welsh, A.H.2
  • 17
    • 0001998938 scopus 로고
    • Estimation and use of variance components
    • ROBINSON, D. L. (1987). Estimation and use of variance components. Statistician 36 3-14.
    • (1987) Statistician , vol.36 , pp. 3-14
    • Robinson, D.L.1
  • 19
    • 0000844245 scopus 로고
    • Uniform asymptotic normality of the maximum likelihood estimator
    • SWEETING, T. J. (1980). Uniform asymptotic normality of the maximum likelihood estimator. Ann. Statist. 8 1375-1381.
    • (1980) Ann. Statist. , vol.8 , pp. 1375-1381
    • Sweeting, T.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.