On rates of convergence of information theoretic criterion in rank determination of one-way random effects models
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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.
Key words and phrasesRate of convergence information theoretic criterion one-way random effects model rank determination
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