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15A09, Matrix inversion; generalized inverses — 1 results found.

      
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A confidence interval estimation problem using the Schur complement approach with application
C. R. Math. Rep. Acad. Sci. Canada Vol. 27, (3), 2005 pp. 84–91
Assi N'Guessan; Francois Bellavance (Received: 2005/03/14)

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We present a method based on the Schur complement approach to build asymptotic confidence intervals linked to the maximum likelihood estimator of a vector of parameters under constraints. This approach makes it possible to obtain the formal expression of the standard error of each component of the vector without direct inversion of the Fisher information matrix. We then give an application of this method to the modelling and the confidence interval estimation of the average effect of a road safety measure and the accident risks of different types.

Nous proposons une méthode basée sur la technique du complément de Schur pour construire des intervalles de confiance asymptotiques relatifs à l’estimateur du maximum de vraisemblance d’un vecteur paramètre soumis à des contraintes. Cette méthode permet d’obtenir l’expression formelle de l’écart-type de chaque composante du vecteur sans inverser directement la matrice d’information de Fisher. Nous indiquons ensuite une application de cette méthodologie à la modélisation et à l’estimation par intervalle de confiance de l’effet moyen d’une mesure de sécurité routière et de différents risques d’accident.

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algebraic number theory approximation property automorphisms Bessel functions Boson-fermion correspondence C*-algebra Carmichael number center problem Chebyshev transform classification Classification of simple C*-algebras composition operators continued fractions Cuntz Semigroup elliptic curves fixed point Fourier transform function fields. functoriality general relativity generic property ideals indefinite inner product inductive limits of sub-homogeneous C*- algebras Irrational rotation algebra J-Hermitian matrix K-theory Kahler manifolds L-functions maximal ideal space nonexpansive mapping numerical range orthogonal polynomials Predual space prime number property SP Renormalization rotation algebras Salem number semi-reciprocal polynomials tracially approximate splitting interval algebras unbounded traces uniqueness Weak Markov set Whitney problems

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05C05 11A07 11A55 11B37 11B68 11D09 11D25 11D41 11E04 11F11 11F66 11F67 11G05 11R09 11R11 13B25 14J26 14M25 14P10 17B37 17B67 19K14 19K56 26A51 30C15 30H05 35B 37E10 37E20 37F25 39B72 42C05 43A07 46B20 46L05 46L35 46L40 46L55 46L80 47H10 53B25 53C55 54C60 60F10 83C05

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