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On properties of Toeplitz-type covariance matrices in models with nested random effects
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- Liang, Yuli, 1985- (author)
- Örebro universitet,Handelshögskolan vid Örebro Universitet,Department of Statistics,Örebro University, Sweden,Orebro Univ, Sweden
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- Von Rosen, Dietrich (author)
- Linköpings universitet,Swedish University of Agricultural Sciences,Sveriges lantbruksuniversitet,Institutionen för energi och teknik,Department of Energy and Technology,Linköping University,Matematisk statistik,Tekniska fakulteten,Swedish Univ Agr Sci, Sweden
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- von Rosen, Tatjana (author)
- Stockholms universitet,Statistiska institutionen,Stockholm Univ, Sweden
- (creator_code:org_t)
- 2020-09-01
- 2021
- English.
- In: Statistical papers. - : Springer. - 0932-5026 .- 1613-9798. ; 62:6, s. 2509-2528
- Journal article (peer-reviewed)
Abstract
Subject headings
Close
- Models that capture symmetries present in the data have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a random effects model focusing on the covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Keyword
- Covariance matrix
- Circular block symmetry
- Random effects model
- Symmetry model
- Eigenvalue
- Eigenvector
- Statistics/Econometrics
- Statistik
Publication and Content Type
- ref (subject category)
- art (subject category)
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