• Journal of the Korean Statistical Society
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• v.20 no.2
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• pp.191-201
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• 1991

Given a set of data pxN$_{i}$, matrices X$_{i}$ observed from p-variate normal populations $\prod$$_{i}$~N($\mu$$_{I}$, $\Sigma$$_{i}$) for i=1, …, K, the test for equality form of the covariance matrices is to choose a hypothetical model which best explains the homogeneity/heterogeneity structure across the covariance matrices among the hypothesized class of models. This paper describes a test procedure for selecting the best model. The procedure is based on a synthesis of Bayesian and a cross-validation or sample reuse methodology that makes use of a one-at-a-time schema of observational omissions. Advantages of the test are argued on two grounds, and illustrative examples and simulation results are given.are given.

• Bulletin of the Korean Mathematical Society
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• v.42 no.2
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• pp.415-420
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• 2005

Let $IB_n$ be the set of all irreducible matrices in $B_n$ and let $SIB_n$ be the set of all symmetric matrices in $IB_n$. Finding an upper bound for the set of indices of matrices in $IB_n$ and $SIB_n$ and determining gaps in the set of indices of matrices in $IB_n$ and $SIB_n$ has been studied by many researchers. In this paper, we establish a best upper bound for the set of weak exponents of indecomposability of matrices in $SIB_n\;and\;IB_n$, and show that there does not exist a gap in the set of weak exponents of indecomposability for any of class $SIB_n\;and\;class\;IB_n$.

• Journal of the Korean Mathematical Society
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• v.46 no.6
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• pp.1139-1150
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• 2009

We obtain necessary and sufficient conditions for $2{\tims}2$ block operator valued matrices to be Moore-Penrose (MP) invertible and give new representations of such MP inverses in terms of the individual blocks.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.11-23
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• 1998

A Bayes criterion for testing the equality of covariance matrices of two multivariate normal distributions is proposed and studied. Development of the criterion invloves calculation of Bayes factor using the imaginary sample method introduced by Spiegelhalter and Smith (1982). The criterion is designed to develop a Bayesian test criterion, so that it provides an alternative test criterion to those based upon asymptotic sampling theory (such as Box's M test criterion). For the constructed criterion, numerical studies demonstrate routine application and give comparisons with the traditional test criteria.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.463-472
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• 2005

In this paper, the problem of estimating a p-variate (p $\ge$4) normal mean vector is considered in decision-theoretic set up. Using a simple property of the noncentral chi-square distribution, a sequence of estimators dominating the Lindley type estimator with the cases of unknown covariance matrices has been produced and each improved estimator is better than previous one.

• Communications of the Korean Mathematical Society
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• v.10 no.3
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• pp.561-573
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• 1995

A matrix whose entries consist of the symbols +, - and 0 is called a sign pattern matrix. In [1], a graph theoretic characterization of sign idempotent pattern matrices was given. A question was given for the sign patterns which allow idempotence. We characterized the sign patterns which allow idempotence in the sign idempotent pattern matrices.

• Bulletin of the Korean Mathematical Society
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• v.55 no.3
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• pp.913-920
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• 2018

Let R be a 2-primal strongly 2-nil-clean ring. We prove that every square matrix over R is the sum of a tripotent and a nilpotent matrices. The similar result for rings of bounded index is proved. We thereby provide a large class of rings over which every matrix is the sum of a tripotent and a nilpotent matrices.

• Journal of applied mathematics & informatics
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• v.27 no.3_4
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• pp.673-683
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• 2009

We point out: to make Hermtian matrices A and B satisfy Styan matrix inequality, the condition "positive definite property" demanded in the present literatures is not necessary. Furthermore, on the premise of abandoning positive definite property, we derive Styan matrix inequality of Hadamard product for inverse Hermitian matrices and the sufficient and necessary conditions that the equation holds in our paper.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.20 no.10
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• pp.923-930
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• 2010

Finite element models of dynamic systems can be updated in two stages. In the first stage, mass and stiffness matrices are updated neglecting damping, and in the second stage, damping matrices are estimated with the mass and stiffness matrices fixed. Three methods to estimate damping matrices for this purpose are proposed in this paper. The methods include one for proportional damping systems and two for non-proportional damping systems. Method 1 utilizes orthogonality of normal modes and estimates damping matrices using the modal parameters extracted from the measured responses. Method 2 estimates damping matrices from impedance matrices which are the inverse of FRF matrices. Method 3 estimates damping using the equation which relates a damping matrix to the difference between the analytical and measured FRFs. The characteristics of the three methods are investigated by applying them to simulated discrete system data and experimental cantilever beam data.

• Kyungpook Mathematical Journal
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• v.28 no.1
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• pp.45-50
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• 1988

Circulant and multiblock circulant matrices have many important applications, and therefore their inverses are of considerable interest. A simple recursive algorithm is presented to compute the inverse of a multiblock circulant matrix. The algorithm only uses complex variables, roots of unity and normal matrix/vector operations.