Programme

Tuesday:

10:00 Wojciech Rejchel "Penalized methods in variable selection"

16:00 Ivan Žežula "To add or not to add? That is the question!"

 

Wednesday:

17:00 Mateusz John "What with the power of tests corresponding to nested covariance structures?"

17:30 Dietrich von Rosen "Ridge regression"

18:30 Adam Mieldzioc "When is the covariance matrix ill-conditioned?"

 

Thursday:

10:30 Malwina Janiszewska "On quadratic space of block matrices"

11:00 Taras Bodnar "Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio"

12:00 Stepan Mazur "Matrix Variate Generalized Asymmetric Laplace Distributions"

13:00 Jolanta Pielaszkiewicz "Testing of compuond symmetry structure"

 

16:30 Katarzyna Filipiak "Various algorithms to estimate parameters under the multivariate T distribution"

17:30 Monika Mokrzycka, Daniel Klein "MLE of the structured covariance matrix under the multivariate T distribution"