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On estimation in hierarchical models with block circular covariance structures. (English) Zbl 1440.62273

Summary: 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.

MSC:

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