Research

The Department of Statistics conducts research in several areas of statistics. These areas are presented below.

Financial Statistics

In financial statistics studies are conducted of optimal investment strategies under constraints and of dependencies between GARCH processes.

Active researchers: Krzysztof Nowicki, Farrukh Javed

Stochastic Networks

The department’s research in stochastic networks is focused on statistical models for social networks.

Active researchers: Krzysztof Nowicki, Zhi Geng

Multivariate Analysis

Part of the research in this field focuses on sample spaces with constraints, for instance correlation structures on simplices and models for circular data. Another part focuses on multivariate generalised linear models and multilevel models.

Active researchers: Björn Holmquist, Jakob Bergman, Peter Gustafsson, Sultana Nasrin

Biostatistics

The department carries out applied research in biostatistics in collaboration with, inter alia, neurosurgeons, psychiatrists, paediatricians and dentists. It also conducts theoretical biostatistical research in the theory of exact tests, and on models for survival data and for ordinal data.

Active researchers: Jan Lanke, Per-Erik Isberg, Mir Nabi Pirouzi Fard, Holger Kraiczi, Vibeke Horstmann

Applied Research in Social Sciences

The department also conducts applied research in collaboration with for example the Department of Social and Economic Geography, the Department of Sociology, the Department of Economic History, and the Division of Sociology of Law.

Active researchers: Björn Holmquist, Pierre Carbonnier, Per-Erik Isberg, Sultana Nasrin

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