Legend:
CC = Colorado Convention Center H = Hyatt Regency Denver at Colorado Convention Center
* = applied session ! = JSM meeting theme
Activity Details
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481 !
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Wed, 7/31/2019,
10:30 AM -
12:20 PM
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CC-708
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Random Matrices and High-Dimensional Statistics — Invited Papers
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IMS
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Organizer(s): Iain Johnstone, Stanford University
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Chair(s): Iain Johnstone, Stanford University
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10:35 AM
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Large Random Matrices: Spiked Models, Stationnary Processes and Applications
Jamal Najim, CNRS and Université Paris-Est
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11:00 AM
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Testing High-Dimensional Cointegration
Alexei Onatski, Cambridge University
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11:25 AM
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Edge Statistics of Sparse Random Sample Covariance Matrices
Kevin Schnelli, KTH Royal Institute of Technology
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11:50 AM
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Random Matrices and the Bootstrap in Moderate and High-Dimensions
Noureddine El Karoui, Criteo AI Lab and UC, Berkeley; Elizabeth Purdom, UC, Berkeley
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12:15 PM
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Floor Discussion
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