von Rosen, Dietrich
- Department of Energy and Technology, Swedish University of Agricultural Sciences
Report2011
Liang, Yuli; von Rosen, Tatjana; Von Rosen, Dietrich
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; covariance matrix; explicit solution; maximum likelihood estimator; multilevel model
Research report - Department of Statistics, University of Stockholm
2011, number: 2011:4
Publisher: Stockholm University
Probability Theory and Statistics
https://res.slu.se/id/publ/88347