On estimation in hierarchical models with block circular covariance structures
2015 (English)In: Annals of the Institute of Statistical Mathematics, ISSN 0020-3157, E-ISSN 1572-9052, Vol. 67, no 4, 773-791 p.Article in journal (Refereed) Published
Hierarchical linear models with a block circular covariance structure are considered. Sufficient conditions for obtaining explicit and unique estimators for the variance–covariance components are derived. Different restricted models are discussed and maximum likelihood estimators are presented. The theory is illustrated through covariance matrices of small sizes and a real-life example.
Place, publisher, year, edition, pages
2015. Vol. 67, no 4, 773-791 p.
Circular block symmetry, Estimation, Identifiability, Maximum likelihood estimator, Restricted model, Variance components
Probability Theory and Statistics
Research subject Statistics
IdentifiersURN: urn:nbn:se:su:diva-107708DOI: 10.1007/s10463-014-0475-8ISI: 000356541300007OAI: oai:DiVA.org:su-107708DiVA: diva2:749645