lnu.sePublikationer
Ändra sökning
RefereraExporteraLänk till posten
Permanent länk

Direktlänk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
A study of multilevel models with block circular symmetric covariance structures
Stockholm University, Sweden.
2011 (Engelska)Licentiatavhandling, sammanläggning (Övrigt vetenskapligt)
Abstract [en]

This thesis concerns the study of multilevel models with specific patterned covariance structures and addresses the issues of maximum likelihoodestimation. In particular, circular symmetric hierarchical datastructures are considered.

In the first paper (Paper I), we consider so-called dihedral block symmetrymodels and extend them to models which covariance structures reflects both circularity and exchangeability present in the data. The main contribution of Paper I are two derived patterns of the covariancematrices which characterizes models under consideration. The relationship between these two patterned covariance matrices was investigatedand it has been verified they are similar matrices. New expressions for the eigenvalues of block circular symmetric matrices are obtained which take into account the block structure. Paper II deals with estimation ofbalanced multilevel models with block circular symmetric covariance matrices. The spectral properties of such patterned covariance matrices are established. Maximum likelihood estimation is considered through the spectral decomposition of the patterned covariance matrix. The main results of Paper II concern the spectrum of the covariance matrix inthe model of interest and the existence of explicit maximum likelihood estimators for the covariance parameters.

Ort, förlag, år, upplaga, sidor
Stockholm: Department of Statistics, Stockholm University , 2011. , s. 22
Serie
Research Report / Department of Statistics, Stockholm University, ISSN 0280-7564 ; 3
Nyckelord [en]
Block circular symmetry, Covariance matrix, Explicit solution, Maximum likelihood estimator, Multilevel model, Spectrum
Nationell ämneskategori
Sannolikhetsteori och statistik
Forskningsämne
Matematik, Matematik
Identifikatorer
URN: urn:nbn:se:lnu:diva-110533Libris ID: 13458722ISBN: 9789163398513 (tryckt)OAI: oai:DiVA.org:lnu-110533DiVA, id: diva2:1639139
Opponent
Handledare
Tillgänglig från: 2022-03-22 Skapad: 2022-02-18 Senast uppdaterad: 2022-03-22Bibliografiskt granskad

Open Access i DiVA

Fulltext saknas i DiVA

Övriga länkar

Fulltext

Person

Liang, Yuli

Sök vidare i DiVA

Av författaren/redaktören
Liang, Yuli
Sannolikhetsteori och statistik

Sök vidare utanför DiVA

GoogleGoogle Scholar

isbn
urn-nbn

Altmetricpoäng

isbn
urn-nbn
Totalt: 10 träffar
RefereraExporteraLänk till posten
Permanent länk

Direktlänk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf