Conference Agenda

A Test of Independence over Periods of Time for Locally Stationary Processes

Carina Beering

Estimation for Markov Chains with periodically missing observations

Ursula U. Müller

Tapered covariance matrix estimation for lattice processes

Antonio Fioravanti, Carsten Jentsch

Asymptotics for large-dimensional projection matrices

Stanislav Anatolyev, Maksim Smirnov

Change point detection in the mean of functional data with covariance operator offsetting

Hedvika Ranošová, Claudia Kirch, Martin Wendler

Asymptotic Behavior of PCA Projections for Multivariate Extremes

Holger Drees

On uniqueness of the set of $k$-means

Javier Cárcamo, Antonio Cuevas, Luis Alberto Rodríguez Ramírez

Axiomatic characterisation of generalized $\psi$-estimators

Mátyás Barczy, Zsolt Páles

An arginf continuous mapping theorem with application in regression analysis

Niklas Rosar

Sharp oracle inequalities and universality of the AIC and FPE

Georg Köstenberger, Moritz Jirak

What are the Clopper-Pearson bounds, simply if a bit roughly?

Lutz Mattner

Convergence Rates for the Maximum A Posteriori Estimator in PDE-Regression Models with Random Design

Maximilian Siebel

Shift-Dispersion Decompositions of Wasserstein and Cramér Distances

Johannes Resin, Daniel Wolffram, Johannes Bracher, Timo Dimitriadis

Uncovering Intrinsic Decompositions: A Tool to Interpret Statistical Distances

Andreas Eberl

Unlinked regression under vanishing variance

Ricardo Blum, Johannes Krebs, Enno Mammen

Statistical Inference for Rank Correlations

Marc-Oliver Pohle, Christian H. Weiß, Jan-Lukas Wermuth

Quantifying and estimating dependence via sensitivity of conditional distributions

Sebastian Fuchs, Jonathan Ansari, Patrick Langthaler, Wolfgang Trutschnig

Bootstrap Consistency and Normality of Chatterjee's Rank Correlation

Marius Kroll, Holger Dette

A new dependence order for Chatterjee's rank correlation and related dependence measures

Jonathan Ansari, Sebastian Fuchs

Efficient Estimation of a Gaussian Mean with Local Differential Privacy

Nikita P. Kalinin, Lukas Steinberger

Quantum statistical inference under locally gentle measurements

Cristina Butucea, Jan Johannes, Henning Stein

Estimation for the convolution of several multidimensional densities

Fabienne Comte, Bianca Neubert

Minimax-optimal data-driven estimation in multiplicative inverse problems

Jan Johannes

Bootstrap-based Goodness-of-Fit Test for Parametric Families of Conditional Distributions

Gitte Kremling, Gerhard Dikta

Tests of independence based on correlations

Robert Schlicht

Goodness-of-fit testing based on graph functionals for homogeneous Erdös-Rényi graphs

Barbara Brune, Jonathan Flossdorf, Carsten Jentsch

Bootstrap-based inference for pseudo-value regression models

Simon Mack, Dennis Dobler, Morten Overgaard

The Weak Feature Impact Scenario and its Effects on Monotone Binary Regression

Dario Kieffer, Angelika Rohde

Approximation by totally positive distributions

Philip Stange, Lutz Dümbgen

Bayesian nonparametric estimation and inference using optimal transport divergences

Paul Navas

Decompounding under general mixing distributions

Denis Belomestny, Ekaterina Morozova, Vladimir Panov

Statistical Optimal Transport 
and its Entropic Regularization: Compared and Contrasted

Shayan Hundrieser

Distributional convergence of empirical entropic optimal transport and applications

Santiago Arenas Velilla, Axel Munk, Luis Alberto Rodríguez Ramírez

Nonparametric isotropy test for spatial point processes using random rotations

Chiara Fend, Claudia Redenbach