On estimation in hierarchical models with block circular covariance structures

Sammanfattning

Hierarchical linear models with a block circular covariance structure are considered. Sufficient conditions for obtaining explicit and unique estimators for the variance-covariance components are derived. Different restricted models are discussed and maximum likelihood estimators are presented. The theory is illustrated through covariance matrices of small sizes and a real-life example.

Nyckelord

Circular block symmetry; Estimation; Identifiability; Maximum likelihood estimator; Restricted model; Variance components

Publicerad i

Annals of the Institute of Statistical Mathematics
2015, volym: 67, nummer: 4, sidor: 773-791
Utgivare: SPRINGER HEIDELBERG

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/s10463-014-0475-8

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/75578