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A Short Note on Matrices Used in Statistics
Stockholm University, Faculty of Social Sciences, Department of Statistics.
2015 (English)In: Festschrift in Honor of Hans Nyquist on the occasion of his 65th birthday / [ed] E. Fackle-Fornius, Stockholm: Stockholms universitets förlag, 2015, 116-125 p.Chapter in book (Other academic)
Abstract [en]

Matrices find many applications in various research areas and reallifeproblems. In spite of the availability of many innovative tools instatistics, the main tool of the applied statistician remains the linearmodel. Patterned matrices are often used to model dependence structureof longitudinal or repeated measures data. In this paper, someproperties of symmetric circular Toeplitz matrices will be outlined whichare useful for inference in linear models. Special focus is on block matriceshaving Kronecker structure since they arise in many applicationsfor modelling spatio-temporal data.

Place, publisher, year, edition, pages
Stockholm: Stockholms universitets förlag, 2015. 116-125 p.
Keyword [en]
Block matrix, Toeplitz matrix, eigenvalues, inverse of the matrix
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:su:diva-134759ISBN: 978-91-87355-19-6OAI: oai:DiVA.org:su-134759DiVA: diva2:1037794
Available from: 2016-10-18 Created: 2016-10-18 Last updated: 2016-10-18

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