Block Circular Symmetry in Multilevel Models
2011 (English)Report (Other academic)
Models that describe symmetries present in the error structure of observations have been widely used in dierent applications, with early examples from psychometric and medical research. The aim of this article is to study a multilevel model with a covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.
Place, publisher, year, edition, pages
Stockholm: Department of Statistics, Stockholm University , 2011. , 23 p.
Research Report / Department of Statistics, Stockholm University, ISSN 0280-7564 ; 3
Covariance matrix, Circular block symmetry, Multilevel model, Symmetry model, Spectrum
Probability Theory and Statistics
Research subject Statistics
IdentifiersURN: urn:nbn:se:su:diva-72075OAI: oai:DiVA.org:su-72075DiVA: diva2:488906