BCC

Random Matrices and Multivariate Analysis

25.09.2022 - 01.10.2022 | Będlewo

Participants

 

  1. Olha Bodnar, Unit of Statistics, School of Business, Örebro University, Örebro, Sweden
    Bayesian inference for multivariate random effects model
  2. Taras Bodnar, Department of Mathematics, Stockholm University, Stockholm, Sweden
    Two is better than one: Regularized shrinkage of large minimum variance portfolios
  3. Ida Bucic, Linnaeus University, Växjö, Sweden
  4. Katarzyna Filipiak, Poznań University of Technology, Poland
    Comments on the likelihood ratio test for covariance matrix under multivariate T distribution
  5. Thomas Holgersson, Linnaeus University, Växjö, Sweden
  6. Malwina Janiszewska, Poznań University of Life Sciences, Poland
    Cross-covariance matrix estimation
  7. Mateusz John, Poznań University of Technology, Poland
    Testing covariance structures from quadratic subspace – simulation studies
  8. Daniel Klein, P. J. Šafárik University, Košice, Slovakia
  9. Tõnu Kollo, University of Tartu, Estonia
    On multivariate t- and skew t-distributions
  10. Augustyn Markiewicz, Poznań University of Life Sciences, Poland
    Testing the hypothesis about the covariance structure
  11. Stepan Mazur, Orebro University and Linnaeus University, Sweden
    Vector autoregression models with skewness and heavy tails
  12. Adam Mieldzioc, Poznań University of Life Sciences, Poland
    Problems in estimation of linearly structured covariance matrix
  13. Monika Mokrzycka, Insitute of Plant Genetics PAS, Poland
    Computing MLE of Kronecker product - algorithms comparison
  14. Stanislas Muhinyuza, Linnaeus University, Växjö, Sweden
    Statistical Inference for the tangency portfolio in high dimension
  15. Yuli Liang, Linnaeus University, Växjö, Sweden
    Estimating high-dimensional Toeplitz covariance matrix
  16. Jolanta Pielaszkiewicz, Linköping University, Sweden
    Testing separability of covariance matrix in high-dimensional regime
  17. Krzysztof Podgórski, Department of Statistics, Lund University, Sweden
    Matrix valued stochastic processes built upon Wishart, Gamma, and Laplace distributions
  18. Simo Puntanen, University of Tampere, Finland
  19. Dietrich von Rosen, Swedish University of Agricultural Sciences, Uppsala, Sweden
    Extending the complex Wishart distribution
  20. Anna Szczepańska-Álvarez, Poznań University of Life Sciences, Poland
    Independence of factor levels in a three-level model
  21. Roman Zmyślony, University of Zielona Góra, Poland
  22. Ivan Žežula, P. J. Šafárik University, Košice, Slovakia
    Multiple testing of mean values in multivariate data with BCS variance structure

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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