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On properties of Toeplitz-type covariance matrices in models with nested random effects

Liang, Yuli and Von Rosen, Dietrich and von Rosen, Dietrich and von Rosen, Tatjana (2021). On properties of Toeplitz-type covariance matrices in models with nested random effects. Statistical Papers. 62 , 2509-2528
[Research article]

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Abstract

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.

Authors/Creators:Liang, Yuli and Von Rosen, Dietrich and von Rosen, Dietrich and von Rosen, Tatjana
Title:On properties of Toeplitz-type covariance matrices in models with nested random effects
Series Name/Journal:Statistical Papers
Year of publishing :2021
Volume:62
Page range:2509-2528
Number of Pages:20
Publisher:SPRINGER
ISSN:0932-5026
Language:English
Publication Type:Research article
Article category:Scientific peer reviewed
Version:Published version
Copyright:Creative Commons: Attribution 4.0
Full Text Status:Public
Subjects:(A) Swedish standard research categories 2011 > 1 Natural sciences > 101 Mathematics > 10106 Probability Theory and Statistics
Keywords:Covariance matrix, Circular block symmetry, Random effects model, Symmetry model, Eigenvalue, Eigenvector
URN:NBN:urn:nbn:se:slu:epsilon-p-107823
Permanent URL:
http://urn.kb.se/resolve?urn=urn:nbn:se:slu:epsilon-p-107823
Additional ID:
Type of IDID
DOI10.1007/s00362-020-01202-3
Web of Science (WoS)000565094500001
ID Code:26068
Faculty:NJ - Fakulteten för naturresurser och jordbruksvetenskap
Department:(NL, NJ) > Dept. of Energy and Technology
Deposited By: SLUpub Connector
Deposited On:08 Nov 2021 09:25
Metadata Last Modified:08 Nov 2021 09:31

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