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

Doctoral thesis English OPEN
Liang, Yuli;
(2015)
  • Publisher: Stockholm : Department of Statistics, Stockholm Univeristy
  • Journal: issn: _____384
  • Publisher copyright policies & self-archiving
  • Subject: Block circular symmetry | explicit maximum likelihood estimator | Sannolikhetsteori och statistik | covariance parameters | likelihood ratio test | restricted model | Toeplitz matrix | Probability Theory and Statistics
    arxiv: Statistics::Methodology

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... View more
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