von Rosen, Dietrich
- Department of Energy and Technology, Swedish University of Agricultural Sciences
Research article2012Peer reviewedOpen access
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
Acta et Commentationes Universitatis Tartuensis de Mathematica
2012, volume: 16, pages: 83-96
Probability Theory and Statistics
https://res.slu.se/id/publ/50339