Article ID Journal Published Year Pages File Type
1146829 Journal of Multivariate Analysis 2006 16 Pages PDF
Abstract

The aim of this paper is to propose a simple method to determine the number of distinct eigenvalues and the spectral decomposition of covariance matrix for a variance components model. The method introduced in this paper is based on a partial ordering of symmetric matrix and relation matrix. A method is also given for checking straightforwardly whether these distinct eigenvalues are linear dependent as functions of variance components. Some examples and applications to illustrate the results are presented.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis