Abstract
Consistency and asymptotic normality of maximum likelihood estimates in the mixed analysis of variance model are presented. These results are direct consequences of the method of Hoadley [2] concerning the case where the observations are independent but not identical. Asymptotic efficiency is given in the sense of the limit of the Cramér-Rao lower bound for the covariance matrix.
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Güven, B. Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model. Stat Papers 36, 175–182 (1995). https://doi.org/10.1007/BF02926030
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DOI: https://doi.org/10.1007/BF02926030