Likelihood inference for small variance components
نویسندگان
چکیده
منابع مشابه
Likelihood inference for small variance components
The authors explore likelihood-based methods for making inferences about the components of variance in a general normal mixed linear model. In particular, they use local asymptotic approximations to construct confidence intervals for the components of variance when the components are close to the boundary of the parameter space. In the process, they explore the question of how to profile the re...
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Whenever inference for variance components is required, the choice between one-sided and two-sided tests is crucial. This choice is usually driven by whether or not negative variance components are permitted. For two-sided tests, classical inferential procedures can be followed, based on likelihood ratios, score statistics, or Wald statistics. For one-sided tests, however, one-sided test statis...
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ii Acknowledgements In preparing this thesis I am indebted to many people. First of all, I wish to express my sincere gratitude to Professor Chihiro Hirotsu, my thesis supervisor, for his guidance and encouragement. Komaki for their valuable comments and suggestions. Finally I am very grateful to my parents for their continual encouragement, and to my wife, Hisae, who has shared both my joy and...
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ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 2000
ISSN: 0319-5724,1708-945X
DOI: 10.2307/3315962