Flexible results for quadratic forms with applications to variance components estimation
二次型的灵活理论结果及其在方差分量估计中的应用
We derive convenient uniform concentration bounds and finite sample multivariate normal approximation results for quadratic forms, then describe some applications involving variance components estimation in linear random-effects models. Random-effects models and variance components estimation are classical topics in statistics, with a corresponding well-established asymptotic theory. However, our finite sample results for quadratic forms provide additional flexibility for…