Invited speakers
- Krzysztof Podgórski, Department of Statistics, Lund University, Sweden
Matrix valued stochastic processes built upon Wishart, Gamma, and Laplace distributions - Taras Bodnar, Department of Mathematics, Stockholm University, Stockholm, Sweden
Two is better than one: Regularized shrinkage of large minimum variance portfolios - Olha Bodnar, Unit of Statistics, School of Business, Örebro University, Örebro, Sweden
Bayesian inference for multivariate random effects model