Increasing dimension asymptotics for two-way crossed mixed effect models

Autor:	Lyu, Ziyang, Sisson, S. A., Welsh, A. H.
Rok vydání:	2024
Předmět:	Mathematics - Statistics Theory Statistics - Methodology
Druh dokumentu:	Working Paper
Popis:	This paper presents asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators within a two-way crossed mixed effect model as the sizes of the rows, columns, and cells tend to infinity. Under very mild conditions which do not require the assumption of normality, the estimators are proven to be asymptotically normal, possessing a structured covariance matrix. The growth rate for the number of rows, columns, and cells is unrestricted, whether considered pairwise or collectively. Comment: 24 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2401.06446 Zobrazit plný text záznamu View this record from Arxiv