A Short Note on Matrices Used in Statistics

• 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.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Block matrix

Toeplitz matrix

eigenvalues

inverse of the matrix

Statistics

statistik

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