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LAN, LAM and convergence of Iterative ML estimates; optimal design in Gaussian one-way mixed model |
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| Authors: | M B Malyutov R S Protassov |
| Institution: | a Mathematics Department, Northeastern University Boston, 567 Lake Hall, Boston, MA 02115, USA b Statistics Dept., Harvard University, 1 Oxford St., Cambridge, MA 02138, USA |
| Abstract: | For a one-way mixed Gaussian ANOVA model we prove local asymptotic normality and local asymptotic minimaxity of maximum likelihood estimates (MLE) and of its certain iterative approximations. A geometric rate of convergence in probability is proved for these iterative estimates to MLE. Asymptotically optimal designs for large samples are studied. |
| Keywords: | LAM of MLE Convergence of iterative estimates Gaussian mixed one-way model Optimal design |
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