A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints

DOI10.1080/02331880500108544zbMath1084.62047OpenAlexW1988829463MaRDI QIDQ3377985

Claude Langrand, Assi N'Guessan

Publication date: 29 March 2006

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880500108544

zbMATH Keywords

Schur complementsFisher information matrixasymptotic covariance matrixmultinomial modelconstrained maximum likelihoodroad safety measureaccident dataformal estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric inference under constraints (62F30) Applications of statistics (62P99)

Related Items (5)

Impact of a road safety layout on the severity of crashes ⋮ On the maximum likelihood estimator for a discrete multivariate crash frequencies model ⋮ 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

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
• A note on Silvey's (1959) theorem
• A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling
• The Lagrangian Multiplier Test
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Maximum Likelihood Methods for Log-Linear Models When Expected Frequencies are Subjected to Linear Constraints
• Constrained estimation in covariance structure analysis
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Linear Statistical Inference and its Applications
• Note on the Consistency of the Maximum Likelihood Estimate

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