Recurrent neural network for computing the W-weighted Drazin inverse
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2016.11.030
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Yimin Wei & Hebing Wu, 2001. "Challenging Problems on the Perturbation of Drazin Inverse," Annals of Operations Research, Springer, vol. 103(1), pages 371-378, March.
- Hernández, A. & Lattanzi, M. & Thome, N., 2016. "On some new pre-orders defined by weighted Drazin inverses," Applied Mathematics and Computation, Elsevier, vol. 282(C), pages 108-116.
- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, October.
- repec:cup:cbooks:9780521822893 is not listed on IDEAS
- Xia, Youshen & Zhang, Songchuan & Stanimirović, Predrag S., 2016. "Neural network for computing pseudoinverses and outer inverses of complex-valued matrices," Applied Mathematics and Computation, Elsevier, vol. 273(C), pages 1107-1121.
- Hernández, A. & Lattanzi, M. & Thome, N., 2015. "Weighted binary relations involving the Drazin inverse," Applied Mathematics and Computation, Elsevier, vol. 253(C), pages 215-223.
- Kyrchei, Ivan, 2015. "Determinantal representations of the W-weighted Drazin inverse over the quaternion skew field," Applied Mathematics and Computation, Elsevier, vol. 264(C), pages 453-465.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Khosro Sayevand & Ahmad Pourdarvish & José A. Tenreiro Machado & Raziye Erfanifar, 2021. "On the Calculation of the Moore–Penrose and Drazin Inverses: Application to Fractional Calculus," Mathematics, MDPI, vol. 9(19), pages 1-23, October.
- Ma, Haifeng & Stanimirović, Predrag S., 2019. "Characterizations, approximation and perturbations of the core-EP inverse," Applied Mathematics and Computation, Elsevier, vol. 359(C), pages 404-417.
- Stanimirović, Predrag S. & Petković, Marko D. & Mosić, Dijana, 2022. "Exact solutions and convergence of gradient based dynamical systems for computing outer inverses," Applied Mathematics and Computation, Elsevier, vol. 412(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Coll, C. & Lattanzi, M. & Thome, N., 2018. "Weighted G-Drazin inverses and a new pre-order on rectangular matrices," Applied Mathematics and Computation, Elsevier, vol. 317(C), pages 12-24.
- Håvard Hungnes, 2011.
"A demand system for input factors when there are technological changes in production,"
Empirical Economics, Springer, vol. 40(3), pages 581-600, May.
- Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.
- Håvard Hungnes, 2016. "Using common factors to identify substitution possibilities in a factor demand system with technological changes," Discussion Papers 849, Statistics Norway, Research Department.
- Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
- Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.
- Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
- Battey, Heather & Linton, Oliver, 2014.
"Nonparametric estimation of multivariate elliptic densities via finite mixture sieves,"
Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 43-67.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP15/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP41/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ishihara, Tsunehiro & Omori, Yasuhiro & Asai, Manabu, 2016.
"Matrix exponential stochastic volatility with cross leverage,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 331-350.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2011. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-812, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-938, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2013. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-904, CIRJE, Faculty of Economics, University of Tokyo.
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-932, CIRJE, Faculty of Economics, University of Tokyo.
- Juan Carlos Escanciano & Wei Li, 2013. "On the identification of structural linear functionals," CeMMAP working papers CWP48/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013.
"Nelson–Plosser revisited: The ACF approach,"
Journal of Econometrics, Elsevier, vol. 175(1), pages 22-34.
- Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
- Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper series 18_08, Rimini Centre for Economic Analysis.
- Westerlund, Joakim & Norkute, Milda, 2014. "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers 2014:12, Lund University, Department of Economics.
- Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018.
"Testing For A General Class Of Functional Inequalities,"
Econometric Theory, Cambridge University Press, vol. 34(5), pages 1018-1064, October.
- Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers 09/14, Institute for Fiscal Studies.
- Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
- Abadir Karim M. & Larsson Rolf, 2012.
"Biases of Correlograms and of AR Representations of Stationary Series,"
Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-11, May.
- K Abadir & R Larsson, "undated". "Biases of correlograms and of AR representations of stationary series," Discussion Papers 05/21, Department of Economics, University of York.
- Karim M. Abadir & Rolf Larsson, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Working Paper series 24_12, Rimini Centre for Economic Analysis.
- John H. J. Einmahl & Anna Kiriliouk & Andrea Krajina & Johan Segers, 2016.
"An M-estimator of spatial tail dependence,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 275-298, January.
- Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014. "An M-estimator of Spatial Tail Dependence," Discussion Paper 2014-021, Tilburg University, Center for Economic Research.
- Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan, 2016. "An M-estimator of spatial tail dependence," LIDAM Reprints ISBA 2016004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan, 2014. "An M-estimator of spatial tail dependence," LIDAM Discussion Papers ISBA 2014008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mussini, Mauro & Grossi, Luigi, 2015. "Decomposing changes in CO2 emission inequality over time: The roles of re-ranking and changes in per capita CO2 emission disparities," Energy Economics, Elsevier, vol. 49(C), pages 274-281.
- Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014. "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers 14-073/IV, Tinbergen Institute, revised 19 Aug 2015.
- Mario Cerrato & Kan Kwok Cheung, 2007. "Valuing American Style Options by Least Squares Methods," Money Macro and Finance (MMF) Research Group Conference 2006 49, Money Macro and Finance Research Group.
- Harvey, Andrew & Thiele, Stephen, 2016.
"Testing against changing correlation,"
Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 575-589.
- Andrew Harvey & Stephen Thiele, 2014. "Testing against Changing Correlation," Cambridge Working Papers in Economics 1439, Faculty of Economics, University of Cambridge.
- Rabovič, Renata & Čížek, Pavel, 2023.
"Estimation of spatial sample selection models: A partial maximum likelihood approach,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
- Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Other publications TiSEM 8a4b2e5d-6787-4685-8b9e-1, Tilburg University, School of Economics and Management.
- Rabovic, Renata & Cizek, Pavel, 2016. "Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach," Discussion Paper 2016-013, Tilburg University, Center for Economic Research.
- Rabovic, R. & Cizek, P., 2020. "Estimation of Spatial Sample Selection Models: A Partial Maximum Likelihood Approach," Cambridge Working Papers in Economics 2012, Faculty of Economics, University of Cambridge.
- Abadir Karim M., 2012.
"The Square Root of a Matrix,"
Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
- Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper series 21_12, Rimini Centre for Economic Analysis.
More about this item
Keywords
Recurrent neural network; W-weighted Drazin inverse; Dynamic equation;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:300:y:2017:i:c:p:1-20. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.