The XSD spec doesn't say anything about this (of course). Also, if you look at various XML schemas found on http://www.w3.org, they use any kind of names as they please.
Typically, it is compound names, where each part conveys some additional meaning and starts from an upper case letter, e.g.:
xs:simpleRestrictionType Sometimes, they separate parts of the name with hyphens (at that, hold all letters lowercase), e.g.:
xsl:element-only-versioned-element-type or use dots instead of hyphens:
xhtml.area.events.attlist Sometimes, when upper-case letters are used to highlight name parts, the names of XSD types are preferred to start with an upper-case letter, whereas names of elements and attributes from lower-case letter. But again, this is not any kind of strict rule (for instance, XML schema for XML schemas has both: http://www.w3.org/2001/XMLSchema.xsd).
I think, you simply need to stick to one of theses styles throughout all your XML schema(s)