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On properties of Toeplitz-type covariance matrices in models with nested random effects
Örebro universitet, Handelshögskolan vid Örebro Universitet. Department of Statistics.ORCID-id: 0000-0001-6581-7570
Department of Energy and Technology, Swedish University of Agricultural Sciences, Uppsala, Sweden; Department of Mathematics, Linköping University, Linköping, Sweden.
Department of Statistics, Stockholm University, Stockholm, Sweden.
2021 (engelsk)Inngår i: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 62, nr 6, s. 2509-2528Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

Models that capture symmetries present in the data have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a random effects model focusing on the covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.
sted, utgiver, år, opplag, sider
Springer, 2021. Vol. 62, nr 6, s. 2509-2528
Emneord [en]
Covariance matrix, Circular block symmetry, Random effects model, Symmetry model, Eigenvalue, Eigenvector
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Identifikatorer
URN: urn:nbn:se:oru:diva-85300DOI: 10.1007/s00362-020-01202-3ISI: 000565094500001Scopus ID: 2-s2.0-85090062021OAI: oai:DiVA.org:oru-85300DiVA, id: diva2:1463706
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Örebro University

Tilgjengelig fra: 2020-09-02 Laget: 2020-09-02 Sist oppdatert: 2021-12-07bibliografisk kontrollert

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