Research Interests of Department of Statistics Research Interests of Department of Statistics

 

Research Interests of Department of Statistics

Applications

Biostatistics; Computational biology; Applications in engineering and industry; Statistical quality control

Decision theory

Complete class results; Bayesian problems; empirical Bayes procedures; Admissibility; Mini-max procedures

Distribution theory

Distributions: general theory; Inequalities; stochastic orderings; Exact distribution theory; Asymptotic distribution theory

Linear inference, regression

General nonlinear regression; Linear regression; Ridge regression; Generalized linear models, Partially linear models, Diagnostics

Mathematical finance

Numerical methods (including Monte Carlo methods), Statistical methods, econometrics, Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems)

Nonparametric inference

Density estimation; Nonparametric regression; Tolerance and confidence regions; Order statistics; empirical distribution functions; Statistics of extreme values; tail inference; Robustness

Official statistics

Registry statistics

Parametric inference

Point estimation; Asymptotic properties of estimators; Bayesian inference; Fisher information

Sampling theory, sample surveys

Sampling theory; sample surveys; Ranked based sampling methods

Sequential methods

Sequential analysis

Statistical data analysis

Statistical methods for incomplete data, Sensitivity analysis; Imputation methods; Statistical inference for missing data

Stochastic processes

Foundations of stochastic processes; Stationary processes; Continuous time and discrete time processes; Stable processes; Point processes; Markov models; Hidden Markov models; Time series;  Extreme value theory

Sufficiency and information, Information and communication

Measures of information, entropy; Information-theoretic topics; Estimation of information measures

Survival analysis and censored data

Censored data models; Estimation; Reliability and life testing