von Rosen, Dietrich
- Institutionen för energi och teknik, Sveriges lantbruksuniversitet
- Linköpings universitet
Forskningsartikel2021Vetenskapligt granskadÖppen tillgång
On properties of Toeplitz-type covariance matrices in models with nested random effects
Liang, Yuli; von Rosen, Dietrich; von Rosen, Tatjana
Sammanfattning
Models that capture symmetries present in the data have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a random effects model focusing on the covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.
Nyckelord
Covariance matrix; Circular block symmetry; Random effects model; Symmetry model; Eigenvalue; Eigenvector
Publicerad i
Statistical Papers
2021, Volym: 62, nummer: 6, sidor: 2509-2528
Utgivare: SPRINGER
SLU författare
UKÄ forskningsämne
Sannolikhetsteori och statistik
Publikationens identifierare
DOI: https://doi.org/10.1007/s00362-020-01202-3
Permanent länk till denna sida (URI)
https://res.slu.se/id/publ/107823