On estimation in hierarchical models with block circular covariance structures

DOI10.1007/S10463-014-0475-8MaRDI QIDQ2355174zbMATH OpenOpenAlexFDO

Authors Yuli Liang, Dietrich Von Rosen, Tatjana 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

circular block symmetryestimationidentifiabilitymaximum likelihood estimatorrestricted modelvariance components

Mathematics Subject Classification ID

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

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Cites work

• A direct derivation of the REML likelihood function
• scientific article; zbMATH DE number 5735168 (Why is no real title available?)
• scientific article; zbMATH DE number 3412032 (Why is no real title available?)
• Marginal permutation invariant covariance matrices with applications to linear models
• Mixed Models
• Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
• On estimation in multilevel models with block circular symmetric covariance structure
• On the inverse of certain patterned sums of matrices with Kronecker product structures
• Recovery of inter-block information when block sizes are unequal
• Shift permutation invariance in linear random factor models
• Variance components.

Cited in

(14)

• On properties of Toeplitz-type covariance matrices in models with nested random effects
• Self similar compound symmetry covariance structure
• The simultaneous test of equality and circularity of several covariance matrices
• Linear models for multivariate repeated measures data with block exchangeable covariance structure
• On estimation in multilevel models with block circular symmetric covariance structure
• Testing variance parameters in models with a Kronecker product covariance structure
• scientific article; zbMATH DE number 47441 (Why is no real title available?)
• Testing in the growth curve model with intraclass correlation structure
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• A test for block circular symmetric covariance structure with divergent dimension
• Hypothesis testing in multivariate normal models with block circular covariance structures
• Testing independence under a block compound symmetry covariance structure
• Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
• Computation of Huber's \(M\)-estimates for a block-angular regression problem

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