On estimation in hierarchical models with block circular covariance structures

DOI10.1007/s10463-014-0475-8zbMath1440.62273OpenAlexW2044514621MaRDI QIDQ2355174

Yuli Liang, Tatjana von Rosen, Dietrich von Rosen

Publication date: 21 July 2015

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0475-8

zbMATH Keywords

estimationmaximum likelihood estimatorvariance componentsidentifiabilityrestricted modelcircular block symmetry

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (10)

A test for block circular symmetric covariance structure with divergent dimension ⋮ Testing variance parameters in models with a Kronecker product covariance structure ⋮ Linear models for multivariate repeated measures data with block exchangeable covariance structure ⋮ Hypothesis testing in multivariate normal models with block circular covariance structures ⋮ Testing independence under a block compound symmetry covariance structure ⋮ Self similar compound symmetry covariance structure ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects ⋮ The simultaneous test of equality and circularity of several covariance matrices ⋮ Testing in the growth curve model with intraclass correlation structure ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case

Cites Work

• A direct derivation of the REML likelihood function
• Shift permutation invariance in linear random factor models
• Marginal permutation invariant covariance matrices with applications to linear models
• On the inverse of certain patterned sums of matrices with Kronecker product structures
• Mixed Models
• Recovery of inter-block information when block sizes are unequal
• Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
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