Archives from Winter Term 2011 onward / Archiv ab WS 2011

09.05.2022 16:45
 

The Completion of Covariance Kernels

Victor M. Panaretos (Ecole Polytechnique Fédérale de Lausanne, Switzerland)
02.05.2022 16:45
 

High-dimensional nonparametric functional graphical models via the additive partial correlation operator

Eftychia Solea (CREST and ENSAI, Rennes, France)
25.04.2022 16:45
 

Mean-field LIBOR market models and valuation of long term guarantees

Simon Hochgerner (FMA - Austrian Financial Market Authority)
04.04.2022 16:45
 

Overparametrization and the bias-variance dilemma

Johannes Schmidt-Hieber (University of Twente)
14.03.2022 16:45
 

Recent advances in large sample correlation matrices and their applications

Johannes Heiny (Ruhr University Bochum, Germany)