von Rosen, Dietrich
- Department of Energy and Technology, Swedish University of Agricultural Sciences
- Linköping University
Research article2021Peer reviewedOpen access
On properties of Toeplitz-type covariance matrices in models with nested random effects
Liang, Yuli; von Rosen, Dietrich; von Rosen, Tatjana
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.
Keywords
Covariance matrix; Circular block symmetry; Random effects model; Symmetry model; Eigenvalue; Eigenvector
Published in
Statistical Papers
2021, Volume: 62, number: 6, pages: 2509-2528
Publisher: SPRINGER
SLU Authors
UKÄ Subject classification
Probability Theory and Statistics
Publication identifier
DOI: https://doi.org/10.1007/s00362-020-01202-3
Permanent link to this page (URI)
https://res.slu.se/id/publ/107823