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On properties of Toeplitz-type covariance matrices in models with nested random effects
Örebro University, Sweden.ORCID iD: 0000-0001-6581-7570
Swedish University of Agricultural Sciences, Sweden;Linköping University, Sweden.
Stockholm University, Sweden.
2021 (English)In: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 62, no 6, p. 2509-2528Article in journal (Refereed) Published
Abstract [en]

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.
Place, publisher, year, edition, pages
Springer, 2021. Vol. 62, no 6, p. 2509-2528
Keywords [en]
Covariance matrix, Circular block symmetry, Random effects model, Symmetry model, Eigenvalue, Eigenvector
National Category
Probability Theory and Statistics
Research subject
Statistics/Econometrics
Identifiers
URN: urn:nbn:se:lnu:diva-110526DOI: 10.1007/s00362-020-01202-3ISI: 000565094500001Scopus ID: 2-s2.0-85090062021OAI: oai:DiVA.org:lnu-110526DiVA, id: diva2:1639142
Note

Funding Agency:

Örebro University

Available from: 2022-02-18 Created: 2022-02-18 Last updated: 2022-03-15Bibliographically approved

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Liang, Yuli

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CiteExportLink to record
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  • apa
  • ieee
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  • de-DE
  • en-GB
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  • fi-FI
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Output format
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