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EIGENVALUE DISTRIBUTIONS OF VARIANCE COMPONENTS ESTIMATORS IN HIGH-DIMENSIONAL RANDOM EFFECTS MODELS
We study the spectra of MANOVA estimators for variance component covariance matrices in multivariate random effects models. When the dimensionality of the observations is large and comparable to the number of realizations of each random effect, we show that the empirical spectra of such estimators a...
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| Udgivet i: | Ann Stat |
|---|---|
| Main Authors: | , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2019
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6713485/ https://ncbi.nlm.nih.gov/pubmed/31462837 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/18-AOS1767 |
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