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2:00 pm
Alexey NAUMOV (Higher School of Economics, Moscow) – "Gaussian approximation for maxima of large number of quadratic forms of high-dimensional random vectors "
The Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 13 th of May 2019 Place: Room 3001. Alexey NAUMOV (Higher School of Economics, Moscow) - "Gaussian approximation for maxima of large number of quadratic forms of high-dimensional random vectors " Abstract: Let (X_i)_{i=1, ... , n} be independent identically distributed random observations taking […]
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