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On properties of Toeplitz-type covariance matrices in models with nested random effects
Stockholm University, Faculty of Social Sciences, Department of Statistics.
Number of Authors: 32021 (English)In: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 62, p. 2509-2528Article in journal (Refereed) 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.

Place, publisher, year, edition, pages
2021. Vol. 62, p. 2509-2528
Keywords [en]
Covariance matrix, Circular block symmetry, Random effects model, Symmetry model, Eigenvalue, Eigenvector
National Category
Mathematics
Identifiers
URN: urn:nbn:se:su:diva-185294DOI: 10.1007/s00362-020-01202-3ISI: 000565094500001OAI: oai:DiVA.org:su-185294DiVA, id: diva2:1478554
Available from: 2020-10-22 Created: 2020-10-22 Last updated: 2022-02-25Bibliographically approved

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von Rosen, Tatjana

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