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]
![[img]](https://pub.epsilon.slu.se/style/images/fileicons/application_pdf.png) |
PDF
388kB |
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: |
| ||||||
| 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 |
Repository Staff Only: item control page
Relations
Relations