Guven, Bilgehan2025-01-272025-01-2720120024-3795https://doi.org/10.1016/j.laa.2011.11.028https://hdl.handle.net/20.500.12428/21944We derive the spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model. The derivation is based on determining the distinct eigenvalues of a covariance matrix and then obtaining a principal idempotent matrix for each distinct eigenvalue. Examples are given to illustrate the results. (C) 2011 Elsevier Inc. All rights reserved.eninfo:eu-repo/semantics/openAccessMixed analysis of variance modelCovariance matrixEigenvalue and eigenvectorSpectral decomposition of a symmetric matrixArticle43693337334610.1016/j.laa.2011.11.028Q2WOS:0003028527000302-s2.0-84857994321Q1