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CC = Colorado Convention Center   H = Hyatt Regency Denver at Colorado Convention Center
* = applied session       ! = JSM meeting theme

Activity Details

481 ! Wed, 7/31/2019, 10:30 AM - 12:20 PM CC-708
Random Matrices and High-Dimensional Statistics — Invited Papers
IMS
Organizer(s): Iain Johnstone, Stanford University
Chair(s): Iain Johnstone, Stanford University
10:35 AM Large Random Matrices: Spiked Models, Stationnary Processes and Applications
Jamal Najim, CNRS and Université Paris-Est
11:00 AM Testing High-Dimensional Cointegration

Alexei Onatski, Cambridge University
11:25 AM Edge Statistics of Sparse Random Sample Covariance Matrices

Kevin Schnelli, KTH Royal Institute of Technology
11:50 AM Random Matrices and the Bootstrap in Moderate and High-Dimensions

Noureddine El Karoui, Criteo AI Lab and UC, Berkeley; Elizabeth Purdom, UC, Berkeley
12:15 PM Floor Discussion