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On properties of Toeplitz-type covariance matrices in models with nested random effects
Statistical Papers ( IF 1.3 ) Pub Date : 2020-09-01 , DOI: 10.1007/s00362-020-01202-3
Yuli Liang , Dietrich von Rosen , Tatjana von Rosen

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.

中文翻译:

具有嵌套随机效应的模型中托普利茨型协方差矩阵的性质

捕捉数据中存在的对称性的模型已广泛用于不同的应用中,早期的例子来自心理测量和医学研究。本文的目的是研究一个随机效应模型,重点是块圆对称的协方差结构。对于这些结构化矩阵的光谱,可以获得有用的结果。
更新日期:2020-09-01
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