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