Skip to main content
Research article - Peer-reviewed, 2012

On estimation in multilevel models with block circular symmetric covariance structure

Liang, Yuli; Von Rosen, Dietrich; von Rosen, Eva


In this article we consider a multilevel model with block circular symmetric covariance structure. Maximum likelihood estimation of the parameters of this model is discussed. We show that explicit maximum likelihood estimators of variance components exist under certain restrictions on the parameter space.


Circular block symmetry; constrained model; patterned covariance matrix; explicit maximum likelihood estimator; multilevel model

Published in

Acta et Commentationes Universitatis Tartuensis de Mathematica
2012, Volume: 16, pages: 83-96

    SLU Authors