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  5. Block Circular Matrices in Multivariate Normal Models

Block Circular Matrices in Multivariate Normal Models

来源 :The 24th International Workshop on Matrices and Statistics(第 | 被引量 : 0次 | 上传用户：likkjiang
【摘 要】
：
　　In this talk block circular matrices which can be used to model dependence structure of hierarchical or multilevel data are considered. Several spectral pro
【作 者】
：
Tatjana von Rosen 
【机 构】
：
DepartmentofStatistics,StockholmUniversity,Sweden
【出 处】
：
The 24th International Workshop on Matrices and Statistics(第
【发表日期】
：
2015年5期
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论文部分内容阅读
　　In this talk block circular matrices which can be used to model dependence structure of hierarchical or multilevel data are considered. Several spectral properties of circular symmetric Toeplitz matrices will be outlined which are useful for inference about these models. Special focus is on matrices having Kronecker structure since they arise in many applications for modelling spatio-temporal data. Furthermore, estiMability of variance-covariance components of such matrices will be discussed.
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