Invited Session IV084
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高维复杂数据的统计建模与推断 |
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| Character | Name | Affiliation | Title |
| Organizer | 中国工业统计教学研究会 | ||
| Chair | Qianqian Zhu | Shanghai University of Finance and Economics | |
| Speaker | Yi Ding | University of Macau | High-dimensional covariance matrix estimation under dynamic volatility models: Asymptotics and shrinkage estimation |
| Speaker | Zeng Li | Southern University of Science and Technology | Robust estimation of number of factors in high dimensional factor modeling via Spearman's rank correlation matrix |
| Speaker | Wenyu Li | Hong Kong University | An efficient multivariate volatility model for many assets |
| Speaker | Long Yu | Shanghai University of Finance and Economics | Online Change-point Detection for Matrix-valued Time Series with Latent Two-way Factor Structure |
美迪康会务通