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

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 res...

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Veröffentlicht in:	Statistical papers (Berlin, Germany) Germany), 2021, Vol.62 (6), p.2509-2528
Hauptverfasser:	Liang, Yuli, von Rosen, Dietrich, von Rosen, Tatjana
Format:	Artikel
Sprache:	eng
Schlagworte:	Circular block symmetry Covariance matrix Economic Theory/Quantitative Economics/Mathematical Methods Economics Eigenvalue Eigenvector Finance Insurance Management Mathematical analysis Mathematics and Statistics Medical research Operations Research/Decision Theory Probability Theory and Statistics Probability Theory and Stochastic Processes Random effects model Random variables Regular Article Sannolikhetsteori och statistik Statistics Statistics for Business Statistics/Econometrics Statistik Structured matrices Symmetry Symmetry model
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Beschreibung
Zusammenfassung:	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.
ISSN:	0932-5026 1613-9798 1613-9798
DOI:	10.1007/s00362-020-01202-3