Prof. Jianqing Fan's group is interested in statistical methods in financial econometrics and risk managements, computational biology, biostatistics, high-dimensional statistical learning, data-analytic modeling, longitudinal and functional data analysis, nonlinear time series, wavelets and their applications, among others. Our primary research focuses on developing and justifying statistical methods that are used to solve problems from the frontiers of scientific research. This is expanded into other disciplines where the statistics discipline is useful.
In each of the areas mentioned above, our group devotes most of our efforts to the search for intuitively appealing, model-free, robust nonparametric approaches and illustrates the approaches by real data and simulated examples. Modern statistical principles and modeling inevitably involve intensive computation, which is a part of the methodological research development. Our group is also very interested in developing foundational statistical theory and in providing fundamental insights to sophisticated statistical models. These include sampling theory, statisical learning theory, minimax theory, efficient semi-parametric modeling and nonlinear function estimation.
Our group is particularly interested in financial econometrics, risk management, computational biology, biostatistics, high-dimensional data-analytic modeling and inferences, nonlinear time series, analysis of longitudinal and functional data, and other interdisciplinary collaborations.
S. S. Wilks Memorial Seminar in Statistics
- Ted Westling, University of Massachusetts
October 2, 2023, 12:25 pm – 1:25 pmLocation: 101 - Sherrerd Hall
- Genevera Allen, Rice University
October 9, 2023, 12:25 pm – 1:25 pmLocation: 101 - Sherrerd Hall
- Govind Menon, Brown University
October 30, 2023, 12:25 pm – 1:25 pmLocation: 101 - Sherrerd Hall
- Moulinath Banerjee, University of Michigan
November 6, 2023, 12:25 pm – 1:25 pmLocation: 101 - Sherrerd Hall
- Amin Karbasi, Yale University
November 13, 2023, 12:25 pm – 1:25 pmLocation: 101 - Sherrerd Hall
- Morgane Austern, Harvard University
November 27, 2023, 12:25 pm – 1:25 pmLocation: 101 - Sherrerd Hall
- Virginia Smith, Carnegie Mellon University
December 4, 2023, 12:25 pm – 1:25 pmLocation: 101 - Sherrerd Hall