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.
Funding Agencies:
Hierta-Retzius Foundation from The Royal Swedish Academy of Sciences FOA12H-026
Estonian Science Foundation ETF8294