Geodesic
On maximum likelihood estimation in mixed normal models with two variance components
Discussiones Mathematicae. Probability and Statistics, Tome 34 (2014) no. 1-2, pp. 187-197

Voir la notice de l'article provenant de la source Library of Science

In the paper we deal with the problem of parameter estimation in the linear normal mixed model with two variance components. We present solutions to the problem of finding the global maximizer of the likelihood function and to the problem of finding the global maximizer of the REML likelihood function in this model.
Keywords: variance component, linear mixed model, maximum likelihood 
@article{DMPS_2014_34_1-2_a12,
     author = {Grz\k{a}dziel, Mariusz},
     title = {On maximum likelihood estimation in mixed normal models with two variance components},
     journal = {Discussiones Mathematicae. Probability and Statistics},
     pages = {187--197},
     publisher = {mathdoc},
     volume = {34},
     number = {1-2},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/DMPS_2014_34_1-2_a12/}
}
TY  - JOUR
AU  - Grządziel, Mariusz
TI  - On maximum likelihood estimation in mixed normal models with two variance components
JO  - Discussiones Mathematicae. Probability and Statistics
PY  - 2014
SP  - 187
EP  - 197
VL  - 34
IS  - 1-2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DMPS_2014_34_1-2_a12/
LA  - en
ID  - DMPS_2014_34_1-2_a12
ER  - 
%0 Journal Article
%A Grządziel, Mariusz
%T On maximum likelihood estimation in mixed normal models with two variance components
%J Discussiones Mathematicae. Probability and Statistics
%D 2014
%P 187-197
%V 34
%N 1-2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DMPS_2014_34_1-2_a12/
%G en
%F DMPS_2014_34_1-2_a12
Grządziel, Mariusz. On maximum likelihood estimation in mixed normal models with two variance components. Discussiones Mathematicae. Probability and Statistics, Tome 34 (2014) no. 1-2, pp. 187-197. http://geodesic.mathdoc.fr/item/DMPS_2014_34_1-2_a12/