A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling

DOI10.1016/J.CAM.2004.09.023zbMath1072.65009OpenAlexW2031648427MaRDI QIDQ1775592

Claude Langrand, Assi N'Guessan

Publication date: 4 May 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.09.023

zbMATH Keywords

numerical examplesSchur complementFisher information matrixasymptotic covariance matrixrestricted maximum likelihoodnumerical matrix inversionroad safety measure

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (5)

Impact of a road safety layout on the severity of crashes ⋮ Analytical existence of solutions to a system of nonlinear equations with application ⋮ A cyclic algorithm for maximum likelihood estimation using Schur complement ⋮ An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study ⋮ A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Schur complements and its applications to symmetric nonnegative and \(Z\)-matrices
• On constrained maximum likelihood estimation with non-i.i.d. observations
• Generalized inverses of partitioned matrices useful in statistical applications
• The use of generalized inverses in restricted maximum likelihood
• Schur complements and statistics
• Symbolic Cholesky decomposition of the variance-covariance matrix of the negative multinomial distribution
• Symbolic computation of Fisher information matrices for parametrized state-space systems
• A note on Silvey's (1959) theorem
• A Schur complement approach to a general extrapolation algorithm
• Constrained covariance matrix estimation in road accident modelling with Schur complements
• The Fisher information matrix for linear systems.
• Computation of the Fisher information matrix for time series models
• The Lagrangian Multiplier Test
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Calculation of the fisher information matrix for multidimensional data sets

This page was built for publication: A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling