JSM 2017 Online Program

Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme

Keyword Search Criteria: Covariance matrices returned 8 record(s)

Sunday, 07/30/2017

Testing and Scoring High-dimensional Covariance Matrices When Heteroscedasticity is Present
Xinghua Zheng, HKUST; Xinxin Yang, HKUST; Jiaqi Chen, Harbin Institute of Technology; Hua Li, Chang Chun University
5:20 PM

Monday, 07/31/2017

Bootstrapping Spectral Statistics in High Dimensions
Miles Lopes, UC Davis; Alexander Aue, University of California, Davis; Andrew Blandino, UC Davis
11:05 AM

A Factor Analysis Approach for Modeling the Structure of Time-Series Covariance Matrices
Teal Guidici; George Michailidis, University of Florida
2:35 PM

Tuesday, 08/01/2017

Multiple Testing with Close to Equally Correlated Correlation Structure
Boris Zaslavsky, FDA/CBER
11:35 AM

On Structure Testing for Component Covariance Matrices of a High-Dimensional Mixture
Jianfeng YAO, The University of Hong Kong; Weiming Li, Shanghai University of Finance and Economics
2:55 PM

Wednesday, 08/02/2017

Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
Kun Lu, Princeton University; Chaoxing Dai, Booth School of Business University of Chicago; Dacheng Xiu, University of Chicago
2:50 PM

Thursday, 08/03/2017

Homogeneity Test of Covariance Matrices with High-Dimensional Longitudinal Data
Pingshou Zhong, Michigan State University; Runze Li, The Pennsylvania State University
9:35 AM

Eigenvalues of Covariance Matrices of High-Dimensional Time Series
Alexander Aue, University of California, Davis; Haoyang Liu, University of California, Berkeley; Debashis Paul, University of California, Davis
9:50 AM