Estimation in a simple random effects model with nonnormal distributions

Biometrika

Volumn 89, Issue 4, 2002, Pages 831-840

  Cox, D R ^a   Hall, Peter ^b  

^a NUFFIELD COLLEGE   (United Kingdom)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Components of variance; Cumulant; Group effect; Moment; Nonnormal error distribution; Random effects; U statistic

Indexed keywords

EID: 2442450752     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/89.4.831     Document Type: Article

References (13)

1. AIRY, G. B. (1861). On the Algebraic and Numerical Theory of Errors of Observation and the Combination of Observations. London: Macmillan.
2. CORNFIELD, J. & TUKEY, J. W. (1956). Average values of mean squares in factorials. Ann. Math. Statist. 27, 907-49.
3. COX, D. R. & SOLOMON, P. J. (1992). Nonlinear component of variance models. Biometrika 79, 1-11.
4. DANIELS, H. E. (1939). The estimation of components of variance. J. R. Statist. Soc. Suppl. 6, 186-97.
5. EISENHART, C. (1947). The assumptions underlying the analysis of variance. Biometrics 47, 1-21.
6. HALL, P. & YAO, Q. (2003). Inference in components of variance models with low replication. Ann. Statist. To appear.
7. KEMPTHORNE, O. (1975). Fixed and mixed models in the analysis of variance. Biometrics 31, 473-86.
8. KHURI, A. I. & SAHAI, H. (1985). Variance components analysis: a selective literature survey. Int. Statist. Rev. 53, 279-300.
9. NELDER, J. A. (1977). A reformulation of linear models (with Discussion). J. R. Statist. Soc. A 140, 48-76.
10. PLACKETT, R. L. (1960). Models in the analysis of variance (with Discussion). J. R. Statist. Soc. B 22, 195-217.
11. SAHAI, H., KHURI, A. I. & KAPADIA, C. H. (1985). A second bibliography on variance components. Commun. Statist. A 14, 63-115.
12. SEARLE, S. R., CASELLA, G. & MCCULLOCH, C. E. (1992). Variance Components. New York: Wiley.
13. YATES, F. (1966). A fresh look at the basic principles of the design and analysis of experiments. In Proc. 5th Berkeley Symp. Math. Statist. Prob. 4, Ed. L. LeCam and J. Neyman, pp. 777-90. Berkeley: University of California Press.