- Tytuł:
- A note on the existence of the maximum likelihood estimate in variance components models
- Autorzy:
-
Grządziel, Mariusz
Michalski, Andrzej - Powiązania:
- https://bibliotekanauki.pl/articles/729792.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
variance component
linear mixed model
maximum likelihood - Opis:
- 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 (Sankhyā 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.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 159-167
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł