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

DOI10.1007/s00362-020-01202-3zbMath1482.62060OpenAlexW3082572915MaRDI QIDQ2062399

Yuli Liang, Tatjana von Rosen, Dietrich von Rosen

Publication date: 27 December 2021

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01202-3

zbMATH Keywords

eigenvalueeigenvectorcovariance matrixrandom effects modelsymmetry modelcircular block symmetry

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Toeplitz, Cauchy, and related matrices (15B05)

Related Items (1)

Hypothesis testing in multivariate normal models with block circular covariance structures

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