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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 (engelsk)Inngår i: Acta et Commentationes Universitatis Tartuensis de Mathematica, ISSN 1406-2283, E-ISSN 2228-4699, Vol. 16, nr 1, s. 83-96Artikkel i tidsskrift (Fagfellevurdert) 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.
sted, utgiver, år, opplag, sider
Tartu: University of Tartu Press , 2012. Vol. 16, nr 1, s. 83-96
Emneord [en]
Circular block symmetry, constrained model, patterned covariance matrix, explicit maximum likelihood estimator, multilevel model
HSV kategori
Forskningsprogram
statistik
Identifikatorer
URN: urn:nbn:se:oru:diva-70284DOI: 10.12697/ACUTM.2012.16.06OAI: oai:DiVA.org:oru-70284DiVA, id: diva2:1265075
Merknad

Funding Agencies:

G S Magnuson Foundation FOA11Magn-117 FOA07-138

Estonian Science Foundation ETF8294

Tilgjengelig fra: 2018-11-22 Laget: 2018-11-22 Sist oppdatert: 2022-10-18bibliografisk kontrollert

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