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Seminar on Probability Theory and Mathematical Statistics
April 8, 2016 18:00–20:00, St. Petersburg, PDMI, room 311 (nab. r. Fontanki, 27)
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Robust inference under heterogeneity, dependence, crises, structural breaks, outliers, and heavy-tailedness using conservativeness of test statistics
R. Ibragimov |
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Website:
https://www3.imperial.ac.uk/people/i.rustam
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