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A family of matrices, the discretized brownian bridge, and distance-based regression

✍ Scribed by J. Fortiana; C.M. Cuadras

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 543 KB
Volume: 264
Category: Article
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(97)00051-7

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✦ Synopsis

The investigation of a distance-based regression model, using a one-dimensional set of equally spaced points as regressor values and I~ -y l as a distance function, leads to the study of a family of matrices which is closely related to a discrete analog of the Brownian-bridge stochastic process. We describe its eigenstrueture and several properties, recovering in particular well-known results on tridiagonal Toeplitz matrices and related topics.

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