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On estimation in hierarchical models with block circular covariance structures
Department of Statistics, Stockholm University, Stockholm, Sweden.ORCID-id: 0000-0001-6581-7570
Department of Energy and Technology, Swedish University of Agricultural Sciences, Uppsala, Sweden; Department of Mathematics, Linköping University, Campus Valla, Linköping, Sweden.
Department of Statistics, Stockholm University, Stockholm, Sweden.
2015 (engelsk)Inngår i: Annals of the Institute of Statistical Mathematics, ISSN 0020-3157, E-ISSN 1572-9052, Vol. 67, nr 4, s. 773-791Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

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.

sted, utgiver, år, opplag, sider
Springer Berlin/Heidelberg, 2015. Vol. 67, nr 4, s. 773-791
Emneord [en]
Circular block symmetry, Estimation, Identifiability, Maximum likelihood estimator, Restricted model, Variance components
HSV kategori
Identifikatorer
URN: urn:nbn:se:oru:diva-70267DOI: 10.1007/s10463-014-0475-8ISI: 000356541300007Scopus ID: 2-s2.0-84931575753OAI: oai:DiVA.org:oru-70267DiVA, id: diva2:1264774
Forskningsfinansiär
Swedish Research Council, 2010-18915-75688-45
Merknad

Funding Agencies:

Hierta-Retzius Foundation from The Royal Swedish Academy of Sciences  FOA12H-026

Estonian Science Foundation  ETF8294

Tilgjengelig fra: 2018-11-21 Laget: 2018-11-21 Sist oppdatert: 2020-09-03bibliografisk kontrollert

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