On properties of Toeplitz-type covariance matrices in models with nested random effects

Sammanfattning

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.

Nyckelord

Covariance matrix; Circular block symmetry; Random effects model; Symmetry model; Eigenvalue; Eigenvector

Publicerad i

Statistical Papers
2021, volym: 62, nummer: 6, sidor: 2509-2528
Utgivare: SPRINGER

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    
  • Linköpings universitet

UKÄ forskningsämne

Sannolikhetsteori och statistik

Publikationens identifierare

• DOI: https://doi.org/10.1007/s00362-020-01202-3

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/107823