# On maximum likelihood estimation in mixed normal models with two variance components

Discussiones Mathematicae Probability and Statistics (2014)

- Volume: 34, Issue: 1-2, page 187-197
- ISSN: 1509-9423

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topMariusz Grządziel. "On maximum likelihood estimation in mixed normal models with two variance components." Discussiones Mathematicae Probability and Statistics 34.1-2 (2014): 187-197. <http://eudml.org/doc/271046>.

@article{MariuszGrządziel2014,

abstract = {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.},

author = {Mariusz Grządziel},

journal = {Discussiones Mathematicae Probability and Statistics},

keywords = {variance component; linear mixed model; maximum likelihood},

language = {eng},

number = {1-2},

pages = {187-197},

title = {On maximum likelihood estimation in mixed normal models with two variance components},

url = {http://eudml.org/doc/271046},

volume = {34},

year = {2014},

}

TY - JOUR

AU - Mariusz Grządziel

TI - On maximum likelihood estimation in mixed normal models with two variance components

JO - Discussiones Mathematicae Probability and Statistics

PY - 2014

VL - 34

IS - 1-2

SP - 187

EP - 197

AB - 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.

LA - eng

KW - variance component; linear mixed model; maximum likelihood

UR - http://eudml.org/doc/271046

ER -

## References

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- [7] M. Grządziel and A. Michalski, A note on the existence of maximum likelihood estimates in variance components models, accepted for publication in Discuss. Math. Prob. and Stat. 2014.
- [8] J. Jiang, Linear and Generalized Linear Mixed Models and Their Applications (Springer, New York, 2007). doi: 10.1007/978-0-387-47946-0. Zbl1152.62040
- [9] A. Olsen, J. Seely and D. Birkes, Invariant quadratic estimation for two variance components, Ann. Stat. 4 (1976) 878-890. doi: 10.1214/aos/1176343586. Zbl0344.62060
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