<p>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.</p>
Authors
University of Southampton
Federico Martellosio
Working Paper details
- DOI
- 10.1920/wp.cem.2010.0610
- Publisher
- IFS
Suggested citation
Hillier, G and Martellosio, F. (2010). Spatial circular matrices, with applications. London: IFS. Available at: https://ifs.org.uk/publications/spatial-circular-matrices-applications (accessed: 14 May 2024).
Related documents
More from IFS
Understand this issue
Where next for the state pension?
13 December 2023
Social mobility and wealth
12 December 2023
Autumn Statement 2023: IFS analysis
23 November 2023
Policy analysis
The past and future of UK health spending
14 May 2024
Recent trends in and the outlook for health-related benefits
19 April 2024
Progression of nurses within the NHS
12 April 2024
Academic research
The role of hospital networks in individual mortality
13 May 2024
Forced displacement, mental health, and child development: Evidence from Rohingya refugees
10 May 2024
Leveraging edutainment and social networks to foster interethnic harmony
10 May 2024