On properties of Toeplitz-type covariance matrices in models with nested random effects

Yuli Liang, Dietrich Rosen () and Tatjana Rosen ()
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Dietrich Rosen: Swedish University of Agricultural Sciences
Tatjana Rosen: Stockholm University

Statistical Papers, 2021, vol. 62, issue 6, No 1, 2509-2528

Abstract: 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 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-020-01202-3

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