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Block circular symmetry in multilevel models

Publikation: Bok/rapport/proceedings › Rapport › Forskning

Sammanfattning

Models that describe symmetries present in the error structure of observations have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a multilevel model with a covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.
OriginalspråkEngelska
FörlagStockholm University
Antal sidor23
StatusPublicerad - 2011

Publikationsserier

SerieResearch report - Department of Statistics, University of Stockholm
Numrering2011:3
ISSN0280-7564

Nyckelord

  • circular block symmetry
  • covariance matrix
  • multilevel model
  • spectrum
  • symmetry model

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