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