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Estimation in multilevel models with block circular symmetric covariance structure
Statistiska institutionen, Stockholms universitet, Stockholm.
Statistiska institutionen, Stockholms universitet, Stockholm.
The Department of Energy and Technology, SLU, Uppsala.
2011 (English)Report (Other academic)
Abstract [en]

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.

Place, publisher, year, edition, pages
2011. , p. 17
Series
Research Report, Department of Statistics, Stockholm University, ISSN 0280-7564 ; 4
Keywords [en]
Circular block symmetry, Constrained model, Covariance matrix, Explicit solution, Maximum likelihood estimator, Multilevel model
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:oru:diva-70288OAI: oai:DiVA.org:oru-70288DiVA, id: diva2:1265069
Available from: 2018-11-22 Created: 2018-11-22 Last updated: 2018-11-22Bibliographically approved

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Liang, Yuli

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2324252627282926 of 130
CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf