Research Disciplines
isba |
STATISTICS
- Non- and semi-parametric regression
- Time series and wavelets
- Extreme value theory
- Copulas
- Incomplete data analysis
- Resampling methods
- Modeling of multivariate data in high dimension
- Applications to signal and mage treatment, econometrics, efficiency analysis, prediction, treatment of censored data
BIOSTATISTICS
- Survival analysis
- Statistics for clinical trials
- Frequentist and bayesian modeling of biological processes
- Chemometrics
- Quality control
- Design of experiments
ACTUARIAL SCIENCES
- Probabilistic and statistical analysis of insurance and financial risks
- Stochastic dominance and inequalities
- Financial econometrics
- Modeling and impact of dependence
- Mathematical risk theory
- Quantification of risks through extreme value theory
- Mathematical finance
- Pension theory