Keynote Speakers

C R Rao, Pennsylvania State University, U.S
Statistical Proofs of Matrix Theorems

Shayle Searle, Cornell University, Ithaca, New York, U.S.
Reflections on a Fifty Year Random Walk amidst Matrices and Statistics

George Seber, University of Auckland, New Zealand
Things my mother never told me about Matrices

Eugene Seneta, University of Sydney, Australia
Coefficients of Ergodicity in a Matrix Setting

Invited Speakers

S. Ejaz Ahmed, University of Windsor, Canada
Approximation Assisted Estimation of Eigen Vectors Under Quadratic Loss

Anyue Chen, University of Greenwich
Asymptotic Birth-Death Processes: A Matrix Analysis Approach

Karl Gustafson, University of Colorado, Boulder, Colorado, U.S.
The geometry of statistical efficiency

Stephen Haslett, Massey University, New Zealand and John Haslett, Trinity College Dublin
What are the residuals for the linear model?

Moshe Haviv, The Hebrew University of Jerusalem, Israel
On singularly perturbed Markov chains

Nye John, Waikato University, Hamilton, New Zealand
Inverse of the Information Matrix

Estate Khmaldze, Victoria University of Wellington, New Zealand
Inverse matrices, Volterra operators and innovation processes: application to statistics

Tõnu Kollo, University of Tartu, Estonia and D. von Rosen, Swedish University of Agricultural Sciences, Sweden
Approximation of the Parameter Distributions of Growth Curve Model

Alexander Kukush, Kiev National Taras Shevchenko University, Ukraine
Invariant estimator in a quadratic measurement error model

Alan Lee and Alastair Scott, University of Auckland, New Zealand
Semi-parametric Efficiency, Projection and the Scott-Wild Estimator

C R Rao, Pennsylvania State University, U.S
Anti eigen and singular values

George P. H. Styan, McGill University, Montreal Canada
Inequalities and equalities associated with the Watson efficiency in orthogonally partitioned full rank linear models

Garry Tee, University of Auckland, New Zealand
Eigenvectors of block circulant matrices

Götz Trenkler, Dortmund University, Germany
On the commutativity of orthogonal projectors

Joachim Werner, Univ of Bonn, Germany and Ingram Olkin, Stanford University
On permutations of matrix products

Contributed papers

D. Alexander and G. Jones, Massey University,Palmesrton North, New Zealand
Convergence Properties of Alternating Markov Chains

Karuthan Chinna, University Technology MARA, Malaysia, (with Parthasarathy Balachandar both from Multimedia University, Cyber Jaya, Malaysia)
Modeling Multivariate Meta-Analysis Using Bootstrap Resampling Techniques

C. M. Cuadras, University of Barcelona, Spain.
Continuous canonical correlation analysis

Mike Doherty, Statistics New Zealand, Wellington
Partially diffuse starting values in State Space Models

Jarkko Isotalo and Simo Puntanen, University of Tampere, Finland
Comparison of the ordinary least squares predictor and the best linear unbiased predictor in the general Gauss--Markov model

Jeff Hunter, Massey University, Auckland
Updating mean first passage times in Markov chains

Eric Iksoon Im, University of Hawaii at Hilo, USA
Hessian Equivalence to Bordered Hessian

B. Jones, Massey University, Auckland and M. West, Duke University, N.C., U.S.
Covariance decomposition for Gaussian graphical models

G. Jones, Massey University, Palmerston North
Properties of transition matrices for chain binomial models

Lakshmi Narasimhaiah, Adhiyamaan College of Engineering, Tamil Nadu, India; Kishore Hoysal, Islamiah Institute of Engineering, Bangalore, India.
Model for students expected performance level through varying control limits in relation to Power of Valuation

Simo Puntanen, Univ Tampere, Finland; Ka Lok Chu, Dawson College, Montréal, Canada ; Jarkko Isotalo, University of Tampere, Finland; George P.H. Styan, McGill University, Montréal, Canada
Decomposing the Watson efficiency in partitioned linear models

W. Sakamoto, Osaka University, Japan
Diagnosing non-linear regression structure with power additive smoothing splines

Burkhard Schaffrin, Ohio State University, Columbus, Ohio, USA
On the optimal choice of the regularization parameter through variance ratio estimation

Imbi Traat, University of Tartu, Estonia
A matrix with consecutive integer eigen values

Kimmo Vehkalahti, University of Helsinki, Finland
Leaving useful traces when working with matrices

Song-Gui Wang and Zhong-Zhen Jia, Beijing University of Technology, Beijing, China
Estimating the covariance matrix by spectral decomposition approach in linear mixed model