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On estimation in hierarchical models with block circular covariance structures
Stockholm University, Sweden.
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering. Swedish University of Agriculture Science, Sweden.
Stockholm University, Sweden.
2015 (English)In: Annals of the Institute of Statistical Mathematics, ISSN 0020-3157, E-ISSN 1572-9052, Vol. 67, no 4, 773-791 p.Article in journal (Refereed) Published
Abstract [en]

Hierarchical linear models with a block circular covariance structure are considered. Sufficient conditions for obtaining explicit and unique estimators for the variance-covariance components are derived. Different restricted models are discussed and maximum likelihood estimators are presented. The theory is illustrated through covariance matrices of small sizes and a real-life example.

Place, publisher, year, edition, pages
Springer Verlag (Germany) , 2015. Vol. 67, no 4, 773-791 p.
Keyword [en]
Circular block symmetry; Estimation; Identifiability; Maximum likelihood estimator; Restricted model; Variance components
National Category
URN: urn:nbn:se:liu:diva-120130DOI: 10.1007/s10463-014-0475-8ISI: 000356541300007OAI: diva2:841661

Funding Agencies|Hierta-Retzius Foundation from The Royal Swedish Academy of Sciences [FOA12H-026]; Swedish Research Council [2010-18915-75688-45]; Estonian Science Foundation [ETF8294]

Available from: 2015-07-14 Created: 2015-07-13 Last updated: 2015-07-14

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von Rosen, Dietrich
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Mathematical Statistics Faculty of Science & Engineering
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