A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling
The paper is devoted to the problem of determination of the analytical expression of a real partitioned matrix inverse. The consideration is focused on the analytical expression of the elements of some blocks of the inverse of a particular Fisher information matrix. The Schur complement approach is used to solve the problem. The suggested approach does need any numerical matrix inversion program. Some illustrative examples are given. An application in the case of road safety measure is provided. A description of the mechanism of obtaining the analyzed Fisher information matrix structure is provided in the appendix.
scientific article; zbMATH DE number 2164837
scientific article