Spatial circular matrices, with applications
Spatial circular matrices, with applications
The cumulants of the quadratic forms associated to the so-called spatial design matri-
ces are often needed for inference in the context of isotropic processes on uniform grids.
Unfortunately, because the eigenvalues of the matrices involved are generally unknown, the
computation of the cumulants may be very demanding if the grids are large. This paper con-
structs circular counterparts, with known eigenvalues, to the spatial design matrices. It then
studies some of their properties, and analyzes their performance in a number of applications
Centre for Microdata Methods and Practice
Hillier, Grant
3423bd61-c35f-497e-87a3-6a5fca73a2a1
Martellosio, Federico
4fa40068-a4be-4f23-be6f-83cbdc33685b
2010
Hillier, Grant
3423bd61-c35f-497e-87a3-6a5fca73a2a1
Martellosio, Federico
4fa40068-a4be-4f23-be6f-83cbdc33685b
Hillier, Grant and Martellosio, Federico
(2010)
Spatial circular matrices, with applications
(Centre for Microdata Methods and Practice Working Papers, CWP06/10)
Centre for Microdata Methods and Practice
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Monograph
(Working Paper)
Abstract
The cumulants of the quadratic forms associated to the so-called spatial design matri-
ces are often needed for inference in the context of isotropic processes on uniform grids.
Unfortunately, because the eigenvalues of the matrices involved are generally unknown, the
computation of the cumulants may be very demanding if the grids are large. This paper con-
structs circular counterparts, with known eigenvalues, to the spatial design matrices. It then
studies some of their properties, and analyzes their performance in a number of applications
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Published date: 2010
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Local EPrints ID: 80166
URI: http://eprints.soton.ac.uk/id/eprint/80166
PURE UUID: 4cec63b9-22fc-40b4-b819-b23d7f9b03ff
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Date deposited: 24 Mar 2010
Last modified: 14 Dec 2023 02:33
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Author:
Federico Martellosio
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