Cressie, N.; Lahiri, S. N. - In: Journal of Multivariate Analysis 45 (1993) 2, pp. 217-233
Restricted maximum likelihood (REML) estimation is a method employed to estimate variance-covariance parameters from data that follow a Gaussian linear model. In applications, it has either been conjectured or assumed that REML estimators are asymptotically Gaussian with zero mean and variance...