Keyword Search
Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme
|
Keyword Search Criteria: Covariance matrix returned 13 record(s)
|
|
Tuesday, 08/01/2017
|
Permutation Based Testing on Covariance Separability
Seongoh Park; Johan Lim, Seoul National University; Xinlei Wang, Southern Methodist University; Sanghan Lee, Nathan Kline Institute for Psychiatric Research, Orangeburg, NY, USA
|
Minimax Estimation of Large Precision Matrices with Bandable Cholesky Factor
Yu Liu, University of Pittsburgh; Zhao Ren, University of Pittsburg
|
High-Dimensional Discriminant Analysis Using Singular Wishart Distribution
Samprit Banerjee, Weill Medicine College of Cornell University; Stefano Monni, American University of Beirut, Lebanon
8:35 AM
|
A Simple and Adaptive Two-Sample Test in High Dimensions
Jin-Ting Zhang, National University of Singapore; Jin Guo, National University of Singapore; Bu Zhou, National University of Singapore; Ming-Yen Cheng, National Taiwan University
11:50 AM
|
Addressing 'Consistent but Fragile:' New Tools for Robust Covariance Matrix Estimation and Outlier Identification
Randal Verbrugge, Federal Reserve Bank of Cleveland; Christian Garciga, Federal Reserve Bank of Cleveland
2:35 PM
|
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
|
|
|
