Invited Session IS084
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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