Block circular symmetry in multilevel models

Sammanfattning

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.

Nyckelord

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

Publicerad i

Research report - Department of Statistics, University of Stockholm
2011, nummer: 2011:3
Utgivare: Stockholm University

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Sannolikhetsteori och statistik

Permanent länk till denna sida (URI)

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