Comptes Rendus
no. 3
Statistics/Probability Theory
Constrained covariance matrix estimation in road accident modelling with Schur complements
[Estimation sous contraintes d'une matrice de covariances dans la modélisation d'accidents de la route par complements de Schur]

Présenté par : Paul Deheuvels

Assi N'Guessan1
1 École polytechnique universitaire de Lille et laboratoire de mathématiques appliquées: CNRS, FRE 2222, Université de Lille 1, 59655 Villeneuve d'Ascq cedex, France
Comptes Rendus. Mathématique, Volume 337 (2003) no. 3, pp. 219-222.

We consider a collection (Y11,Y21),…,(Y1s,Y2s) of s independent couples of 2r-dimensional random vector with r>1. We assume that each couple has a multinomial distribution linked to an unknown vector parameter and an extra set data. We deal with a formal inversion of a Fisher's information matrix connected to those couples using Schur complements approach.

On considère (Y11,Y21),…,(Y1s,Y2s) une collection de s couples indépendants de vecteurs aléatoires de dimension 2r avec (r>1). On suppose que chaque couple est distribué selon une loi multinomiale dépendant à la fois d'un vecteur paramètre inconnu et d'un ensemble de données supplémentaire. On étudie l'inversion formelle de l'information de Fisher issue de ces s couples par le biais de la technique des compléments de Schur.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/S1631-073X(03)00309-1

Assi N'Guessan 1

1 École polytechnique universitaire de Lille et laboratoire de mathématiques appliquées: CNRS, FRE 2222, Université de Lille 1, 59655 Villeneuve d'Ascq cedex, France 
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Assi N'Guessan. Constrained covariance matrix estimation in road accident modelling with Schur complements. Comptes Rendus. Mathématique, Volume 337 (2003) no. 3, pp. 219-222. doi : 10.1016/S1631-073X(03)00309-1. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(03)00309-1/

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  • Assi N'Guessan Analytical existence of solutions to a system of nonlinear equations with application, Journal of Computational and Applied Mathematics, Volume 234 (2010) no. 1, pp. 297-304 | DOI:10.1016/j.cam.2009.12.026 | Zbl:1201.65080
  • Assi N'Guessan; Marcel Truffier Impact of a road safety layout on the severity of crashes, Journal de la Société Française de Statistique Revue de Statistique Appliquée, Volume 149 (2008) no. 3, pp. 23-41 | Zbl:1455.62228
  • Assi N'Guessan; Azeddine Essai; Modeste N'Zi An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study, Computational Statistics and Data Analysis, Volume 51 (2006) no. 2, pp. 1260-1277 | DOI:10.1016/j.csda.2005.09.002 | Zbl:1157.62525
  • Assi N'Guessan; Claude Langrand A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling, Journal of Computational and Applied Mathematics, Volume 177 (2005) no. 2, pp. 331-345 | DOI:10.1016/j.cam.2004.09.023 | Zbl:1072.65009

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