Abstract
In this article we consider a multilevel model with block circular symmetric covariance structure. Maximum likelihood estimation of the parameters of this model is discussed. We show that explicit maximum likelihood estimators of variance components exist under certain restrictions on the parameter space.
| Original language | English |
|---|---|
| Pages (from-to) | 83-96 |
| Number of pages | 14 |
| Journal | Acta et Commentationes Universitatis Tartuensis de Mathematica |
| Volume | 16 |
| DOIs | |
| Publication status | Published - 2012 |
Keywords
- Circular block symmetry
- constrained model
- patterned covariance matrix
- explicit maximum likelihood estimator
- multilevel model
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