Abstract
In this paper, upper bounds on the probabilities of wrong determination of the rank of covariance matrix of random effects in one-way random effects models are given, based on the information theoretic criterion. Under weak conditions, the bounds are shown of exponential-type.
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The work was partially supported by Natural Sciences and Engineering Research Council of Canada and Faculty Research Grant, Faculty of Arts, York University.
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Wu, Y. On rates of convergence of information theoretic criterion in rank determination of one-way random effects models. Ann Inst Stat Math 45, 615–620 (1993). https://doi.org/10.1007/BF00774776
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DOI: https://doi.org/10.1007/BF00774776