publication . Doctoral thesis . 2015

Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

Liang, Yuli;
Open Access English
  • Published: 01 Jan 2015
  • Publisher: Stockholms universitet, Statistiska institutionen
  • Country: Sweden
Abstract
This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. We derive two covariance structures under two different invariance restrictions. The obtained covariance structures reflect both circularity and exchangeability present in the data. In particular, estimation in the balanced random effects with block circular covariance matrices is considered. The spectral properties of such patterned covariance matrice...
Subjects
arXiv: Statistics::Methodology
free text keywords: Block circular symmetry, covariance parameters, explicit maximum likelihood estimator, likelihood ratio test, restricted model, Toeplitz matrix, Probability Theory and Statistics, Sannolikhetsteori och statistik
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publication . Doctoral thesis . 2015

Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

Liang, Yuli;