Special Matrices

Proceedings of the 24th International Workshop on Matrices and Statistics

Contents:

Editors’ Summary for the Special Issue: Proceedings of the 24th International Workshop on Matrices and Statistics
Hunter, Jeffrey J.

Antieigenvalue analysis for continuum mechanics, economics, and number theory
Gustafson, Karl

Unified speed estimation of various stabilities
Chen, Mu-Fa

Studying the various properties of MIN and MAX matrices – elementary vs. more advanced methods
Mattila, Mika / Haukkanen, Pentti

Generation of all magic squares of order 5 and interesting patterns finding
Lin, Ziqi / Liu, Sijie / Fang, Kai-Tai / Deng, Yuhui

Matrix rank/inertia formulas for least-squares solutions with statistical applications

Tian, Yongge / Jiang, Bo

Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
Hunter, Jeffrey J.

Why the Kemeny Time is a constant
Gustafson, Karl / Hunter, Jeffrey J.

On a criterion of D-stability for P-matrices
Kushel, Olga Y.

Regularization for high-dimensional covariance matrix
Cui, Xiangzhao / Li, Chun / Zhao, Jine / Zeng, Li / Zhang, Defei / Pan, Jianxin

Nonlinear Markov processes in big networks
Li, Quan-Lin

Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data
Haslett, Stephen

Sensitivity analysis in linear models
Liu, Shuangzhe / Ma, Tiefeng / Liu, Yonghui

Professor Haruo Yanai and multivariate analysis
Takane, Yoshio

Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
Kurata, Hiroshi / Bapat, Ravindra B.

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