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

Institutionen för energi och teknik

Publikation: Bidrag till tidskrift › Artikel i vetenskaplig tidskrift › Peer review

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Sammanfattning

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.

Originalspråk	Engelska
Sidor (från-till)	2509-2528
Antal sidor	20
Tidskrift	Statistical Papers
Volym	62
Nummer	6
DOI	https://doi.org/10.1007/s00362-020-01202-3
Status	Publicerad - 2021

Nyckelord

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

Åtkomst av dokument

10.1007/s00362-020-01202-3

FulltextSlutlig publicerad version, 379 KBLicens: CC BY

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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",

issn = "0932-5026",

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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

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