Estimation and testing in constrained covariance component models
受约束协方差分量模型中的估计与检验
A cutting plane algorithm is proposed for estimating variance and covariance components by maximum likelihood or restricted maximum likelihood enforcing the constraints that covariance matrices be positive semidefinite. For tests of hypotheses involving these constrained estimates, an asymptotic parametric bootstrap is proposed for approximating the distribution of the likelihood ratio test statistic. Although the bootstrap is generally inconsistent when the true parameter…