Two year research plan (2016-2018) Department of Statistics Two year research plan (2016-2018) Department of Statistics

Two year research plan (2016-2018) / Department of Statistics


Applications

 

Biostatistics; Computational biology; Applications in engineering and industry; Statistical quality control; Applications to environmental statistics; Applications to dictionary learning

 

Decision theory

Complete class results; Bayesian problems; Empirical Bayes procedures; Admissibility; Mini-max procedures; Minimum risk estimation; Selection procedures

 

Linear inference, regression

 

General nonlinear regression; Linear regression; Ridge regression; Generalized linear models, Partially linear models, Diagnostics; Robust regression and outlier detection; Functional regression models; Latent Gaussian models

 

Mathematical finance

 

Numerical methods (including Monte Carlo methods); Statistical methods; Econometrics

 

Parametric inference

 

Point estimation; Bayesian inference; Inference under constraints; Robust Bayes;

 

Statistical data analysis

 

Statistical methods for incomplete data, Sensitivity analysis; Imputation methods; Longitudinal data analysis; Functional data analysis

 

Stochastic processes

 

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

 

Survival analysis and censored data

 

Censored data models and estimation; Reliability analysis, Accelerated life testing, Competing risk models, Degradation models