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On estimation in multilevel models with block circular symmetric covariance structure
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.
2012 (English)In: Acta et Commentationes Universitatis Tartuensis de Mathematica, ISSN 1406-2283, E-ISSN 2228-4699, Vol. 16, no 1, p. 83-96Article in journal (Refereed) Published
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
Tartu: University of Tartu Press , 2012. Vol. 16, no 1, p. 83-96
Keywords [en]
Circular block symmetry, constrained model, patterned covariance matrix, explicit maximum likelihood estimator, multilevel model
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:oru:diva-70284DOI: 10.12697/ACUTM.2012.16.06OAI: oai:DiVA.org:oru-70284DiVA, id: diva2:1265075
Note

Funding Agencies:

G S Magnuson Foundation FOA11Magn-117 FOA07-138

Estonian Science Foundation ETF8294

Available from: 2018-11-22 Created: 2018-11-22 Last updated: 2022-10-18Bibliographically approved

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Liang, Yuli

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