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

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

• 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
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