On properties of Toeplitz-type covariance matrices in models with nested random effects

Yuli Liang; Dietrich von Rosen; Tatjana von Rosen

doi:10.1007/s00362-020-01202-3

On properties of Toeplitz-type covariance matrices in models with nested random effects

Yuli Liang
, Dietrich von Rosen
, Tatjana von Rosen

Department of Energy and Technology

Publication: Contribution to journal › Journal article › peer-review

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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.

Original language	English
Pages (from-to)	2509-2528
Number of pages	20
Journal	Statistical Papers
Volume	62
Issue number	6
DOIs	https://doi.org/10.1007/s00362-020-01202-3
Publication status	Published - 2021

Keywords

Covariance matrix
Circular block symmetry
Random effects model
Symmetry model
Eigenvalue
Eigenvector

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10.1007/s00362-020-01202-3

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title = "On properties of Toeplitz-type covariance matrices in models with nested random effects",

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, Covariance matrix, Circular block symmetry, Random effects model, Symmetry model, Eigenvalue, Eigenvector",

author = "Yuli Liang and \{von Rosen\}, Dietrich and \{von Rosen\}, Tatjana",

year = "2021",

doi = "10.1007/s00362-020-01202-3",

language = "English",

volume = "62",

pages = "2509--2528",

journal = "Statistical Papers",

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AU - Liang, Yuli

AU - von Rosen, Dietrich

AU - von Rosen, Tatjana

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N2 - 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.

AB - 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.

KW - Covariance matrix

KW - Circular block symmetry

KW - Random effects model

KW - Symmetry model

KW - Eigenvalue

KW - Eigenvector

KW - Covariance matrix

KW - Circular block symmetry

KW - Random effects model

KW - Symmetry model

KW - Eigenvalue

KW - Eigenvector

UR - https://res.slu.se/id/publ/107823

U2 - 10.1007/s00362-020-01202-3

DO - 10.1007/s00362-020-01202-3

M3 - Journal article

SN - 0932-5026

VL - 62

SP - 2509

EP - 2528

JO - Statistical Papers

JF - Statistical Papers

IS - 6

ER -

On properties of Toeplitz-type covariance matrices in models with nested random effects

Abstract

Keywords

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