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

Liang, Yuli; von Rosen, Dietrich; von Rosen, Tatjana

doi:10.1007/s00362-020-01202-3

Research article - Peer-reviewed, 2021

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

Liang, Yuli; von Rosen, Dietrich; von Rosen, Tatjana

Abstract

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.

Keywords

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

Published in

Statistical Papers
2021, volume: 62, number: 6, pages: 2509-2528
Publisher: SPRINGER

Authors' information

Liang, Yuli

Orebro University

Von Rosen, Dietrich

Swedish University of Agricultural Sciences, Department of Energy and Technology

von Rosen, Dietrich (Von Rosen, Dietrich)

Linköping University

von Rosen, Tatjana

Stockholm University

UKÄ Subject classification

Probability Theory and Statistics

Publication Identifiers

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

URI (permanent link to this page)

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