Multi-level multivariate normal distribution with self similar compound symmetry covariance matrix
نویسنده
چکیده
We study multi-level multivariate normal distribution with self similar compound symmetry covariance structure for k different levels of the multivariate data. Both maximum likelihood and unbiased estimates of the matrix parameters are obtained. The spectral decomposition of the new covariance structure are discussed and are demonstrated with a real dataset from medical studies.
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تاریخ انتشار 2016