Asymptotic Optimality of Restricted Maximum Likelihood Estimates for the Mixed Model
1979 ◽
Vol 28
(1-4)
◽
pp. 125-142
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Keyword(s):
In this paper we study the asymptotic optimality of the restricted maximum likelihood estimates of variance components in the mixed model of analysis of variance. Using conceptual design sequences of Miller (1977), under slightly stronger conditions, we show that the restricted maximum likelihood estimates are not only asymptotically normal, but also asymptotically equivalent to the maximum likelihood estimates in a reasonable sense.
1991 ◽
Vol 38
(1-4)
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pp. 239-259
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1989 ◽
Vol 106
(1-6)
◽
pp. 409-422
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2000 ◽
Vol 64
(4)
◽
pp. 349-362
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Keyword(s):
1998 ◽
Vol 49
(4)
◽
pp. 607
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