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

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

SLU Authors

• von Rosen, Dietrich

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    
  • Linköping University

UKÄ Subject classification

Probability Theory and Statistics


Publication identifier

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

Permanent link to this page (URI)

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