Programme

Monday, 11.11.2019

10:30       Jemila S. Hamid: Some tests in the Growth and Extended Growth Curve Models

11:30       Carlos A. Coelho: Two research questions

12:00       Roman Zmyślony: Convexity problem

16:00       Dietrich von Rosen:  The mean and dispersion of the Moore-Penrose inverse of the a singular Wishart matrix

17:30       Roman Zmyślony: Testing hypotheses in multi-level multivariate models

18:30       Arkadiusz Kozioł: Estimation of parameters under multi-level multivariate models

 

Wednesday, 13.11.2019

10:30        Carlos A. Coelho: Testing equality of mean vectors with block compound symmetric covariance matrices

12:00        Damian Brzyski: Fast algorithm for using multiple sources of information in Brain Imaging

15:30        Katarzyna Filipiak: Covariance structure identification with the use of various discrepancy functions

16:30        Monika Mokrzycka: On some properties of separable covariance matrix

17:00        Ivan Žežula and Daniel Klein: Testing in the Growth Curve Model with intraclass correlation structure

17:30        Malwina Janiszewska: Application of RV coefficient under multivariate models

18:00        Anna Szczepańska - Álvarez: Various approaches to the analysis of two factors experiment

18:30        Aneta Sawikowska: Correlation networks

 

Thursday, 14.11.2019

10:30        Barbora Kessel: Expectile regression and Bayesian asymptotics

11:30        João T. Mexia: Additive Models: Estimation, Prediction and Structured Families

12:30        Mateusz John: Connections between maximum likelihood estimators and projections

13:00        Adam Mieldzioc: Algorithm for MLE of Toeplitz covariance structure

15:00        Jolanta Pielaszkiewicz: Modified Rao score test for covariance matrix with BCS structure under high-dimensional regime and its sensitivity to outliers

16:00        Yuli Liang: Two-sample correlation parameter testings in models with a Kronecker product covariance structure