Abstract

Models that describe symmetries present in the error structure of observations have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a multilevel model with a covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.

Keywords

covariance matrix; circular block symmetry; multilevel model; symmetry model; spectrum

Published in

Research report - Department of Statistics, University of Stockholm
2011, number: 2011:3
Publisher: Stockholm University

SLU Authors

• von Rosen, Dietrich

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

UKÄ Subject classification

Probability Theory and Statistics


Permanent link to this page (URI)

https://res.slu.se/id/publ/88348