Programme

Monday (12.11.2018):

Arkadiusz Kozioł: Estmation of unknown parameters under multivariate models with a given covariance structure

 

Wednesday (14.11.2018):

Roman Zmyślony: Testing hypotheses about covariance structures under multivariate models

Anna Szczepańska - Alvarez: Rao score test for subset of parameters

Katarzyna Filipiak: Estimation of parameters under the mixed effects extended growth curve model with specific structure of covariance

Ivan Žežula: MANOVA problem in doubly multivariate data setting

Mateusz John, Adam Mieldzioc: Estimation of covariance structure using shrinking method

Monika Mokrzycka: Algorithms comparison for estimation of separable covariance structure with one component structured as compound symmetry matrix

Daniel Klein: Interval data and testing

Friday (16.11.2018):

Jolanta Pielaszkiewicz: On the distribution of likelihood ratio and Rao score test statistics under the multivariate model with block compound symmetry covariance structure