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Hierarchical Models with Block Circular Covariance Structures
Department of Statistics, Stockholm University, SE–106 91 Stockholm, Sweden.
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
Department of Statistics, Stockholm University, SE–106 91 Stockholm, Sweden.
2013 (English)Report (Other academic)
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.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2013. , 19 p.
Series
LiTH-MAT-R, ISSN 0348-2960 ; 1
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-88960ISRN: LiTH-MAT-R--2013/01--SEOAI: oai:DiVA.org:liu-88960DiVA: diva2:606539
Available from: 2013-02-19 Created: 2013-02-19 Last updated: 2013-02-20Bibliographically approved

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Hierarchical Models with Block Circular Covariance Structures(187 kB)355 downloads
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CiteExportLink to record
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  • apa
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  • nn-NB
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Output format
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