function estimators for the variance components. An iterative algorithm is proposed for estimating the parameters. The … given values of the variance components. We also derive the consistency of the estimators under regularity conditions. The …

the nonparametric model of Gu and Ma (2005), we propose root-n consistent estimators for the variance components …. Furthermore, the single-index part in our model avoids the curse of dimensionality and makes our model simpler. The variance … components also cannot be treated as nuisance parameters and are canceled in the estimation procedure like Wang et al. (2010). A …

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context …