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ANOVA models with random effects: an approach via symmetry

Published online by Cambridge University Press:  14 July 2016

Abstract

The standard ANOVA models with random effects for multi-indexed arrays of random variables with an arbitrary nesting structure on the indices are considered from the viewpoint of symmetry. It is found that the covariance matrix of such an array has sufficient symmetry to permit viewing the usual components of variance as a generalised spectrum and the linear models of random effects as a generalised spectral decomposition.

Type
Part 6—Allied Stochastic Processes
Copyright
Copyright © 1986 Applied Probability Trust 

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