Arbeitspapier
Spatial circular matrices, with applications
The cumulants of the quadratic forms associated to the so-called spatial design matrices 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 constructs 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.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP06/10
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
- Thema
-
circulant matrices
isotropic spatial processes
Moran correlogram
quadratic forms
spatial design matrices
variogram GLS fitting
Statistischer Test
Ökonometrie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hillier, Grant
Martellosio, Federico
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2010
- DOI
-
doi:10.1920/wp.cem.2010.0610
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Hillier, Grant
- Martellosio, Federico
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2010
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