Abstract
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. The theory is illustrated through covariance matrices of small sizes and a real-life example.
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Acknowledgments
The authors thank two anonymous referees for their helpful comments and suggestions which have helped to improve the paper. Y. Liang’s work was in part supported by Hierta-Retzius Foundation grant FOA12H-026 from The Royal Swedish Academy of Sciences. The research of T. von Rosen was supported by the Swedish Research Council grant 2010-18915-75688-45 and by the Estonian Science Foundation grant ETF8294. Those supports are gratefully acknowledged.
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Liang, Y., von Rosen, D. & von Rosen, T. On estimation in hierarchical models with block circular covariance structures. Ann Inst Stat Math 67, 773–791 (2015). https://doi.org/10.1007/s10463-014-0475-8
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DOI: https://doi.org/10.1007/s10463-014-0475-8