This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. We derive two covariance structures under two different invariance restrictions. The obtained covariance structures reflect both circularity and exchangeability present in the data. In particular, estimation in the balanced random effects with block circular covariance matrices is considered. The spectral properties of such patterned covariance matrices are provided. Maximum likelihood estimation is performed through the spectral decomposition of the patterned covariance matrices. Existence of the explicit maximum likelihood estimators is discussed and sufficient conditions for obtaining explicit and unique estimators for the variance-covariance components are derived. Different restricted models are discussed and the corresponding maximum likelihood estimators are presented. This thesis also deals with hypothesis testing of block covariance structures, especially block circular Toeplitz covariance matrices. We consider both so-called external tests and internal tests. In the external tests, various hypotheses about testing block covariance structures, as well as mean structures, are considered, and the internal tests are concerned with testing specific covariance parameters given the block circular Toeplitz structure. Likelihood ratio tests are constructed, and the null distributions of the corresponding test statistics are derived.
Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:su-115347 |
Date | January 2015 |
Creators | Liang, Yuli |
Publisher | Stockholms universitet, Statistiska institutionen, Stockholm : Department of Statistics, Stockholm Univeristy |
Source Sets | DiVA Archive at Upsalla University |
Language | English |
Detected Language | English |
Type | Doctoral thesis, comprehensive summary, info:eu-repo/semantics/doctoralThesis, text |
Format | application/pdf |
Rights | info:eu-repo/semantics/openAccess |
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