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

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

Dietrich von Rosen, Yuli Liang, Tatjana 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

eigenvalue; eigenvector; covariance matrix; random effects model; symmetry model; circular block symmetry

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

15B05: Toeplitz, Cauchy, and related matrices