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Department of Statistics
 

Research in the Department

Faculty

Richard A. Davis
  • http://www.stat.columbia.edu/~rdavis/technical_reports.html
Victor de la Pena
  • Inequalities for Self-Normalized Processes
  • Characterizations of Joint Distributions, Copulas Information, Dependence and Decoupling, with Applications to Time Series
  • Option Bounds
  • Quality Control of Risk Measures: Backtesting VAR Models
Regina Dolgoarshinnykh

Current Research

Yang Feng

http://www.stat.columbia.edu/~yangfeng/research/index.html

Andrew Gelman

Home page

Ioannis Karatzas
  • Least-Squares Approximation of Random Variables by Stochastic Integrals
  • Game Approach to the Optimal Stopping Problem
  • Diversity and Relative Arbitrage in Equity Markets
  • Optimal Consumption From Investment and Random Endowment in Incomplete Semimartingale Markets
David Krantz
  • Krantzlab
  • Center for Research on Environmental Decisions
Shaw-Hwa Lo

Statistical Genetics Research Group

David Madigan

http://www.stat.columbia.edu/~madigan

Liam Paninski

Current Research

Daniel Rabinowitz
  • Non-parametric Estimation of the Mean from Sums with Unknown Numbers of Summands
  • Non-parametric Estimation from Kin-Cohort Data
  • Non-parametric Estimation of Age-at-onset Distributions From Censored Kin-cohort Data
  • A Method for Estimating Penetrance from Families Sampled for Linkage Analysis
Zhiliang Ying
  • Haplotype Frequency Estimation from Pooled Genotypes: a Contingency Table Perspective
  • Linear Regression for Dependently Censored Panel Duration Models with Nonaddictive Fixed Effects
  • Efficient Recursive Estimation and Adaptive Control in Stochastic Regression and Armax Models
  • Least-squares Regression with Censored Data
  • Rank Regression Analysis of Multivariate Failure Time Data Based on Marginal Linear Models
Tian Zheng

http://www.stat.columbia.edu/~tzheng/research/index.htm

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