Abstract

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.

Keywords

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

Published in

Annals of the Institute of Statistical Mathematics
2015, Volume: 67, number: 4, pages: 773-791
Publisher: SPRINGER HEIDELBERG

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/s10463-014-0475-8

Permanent link to this page (URI)

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