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  Graduate School–New Brunswick 2010–2012 Programs, Faculty, and Courses Financial Statistics and Risk Management 958  

Financial Statistics and Risk Management 958

Degree Program Offered: Master of Science in statistics, with option in financial statistics and risk management

Program Director: Professor Rong Chen, 580 Hill Center for the Mathematical Sciences, Busch Campus, 732-445-2690, ext 1123.

Website: http://www.fsrm.rutgers.edu

Members of the Graduate Faculty

Javier F. Cabrera, Professor of Statistics and Biostatistics, SAS; Ph.D., Princeton
Biostatistics; statistical genomics; clinical trials data analysis; Bayesian methods; statistical computing and graphics

Rong Chen, Professor of Statistics and Biostatistics, SAS; Ph.D., Carnegie Mellon
Nonlinear and multivariate time series analysis; Monte Carlo methods, statistical computing, and Bayesian analysis; statistical applications in economics and business; statistical applications in bioinformatics

Lee Dicker, Assistant Professor of Statistics and Biostatistics, SAS; Ph.D., Harvard
High-dimensional data analysis; analysis of proteomic data; longitudinal and correlated data analysis

Donald R. Hoover, Professor of Statistics and Biostatistics, SAS; Ph.D., Stanford
Longitudinal methods; observational studies; clinical trials; health care utilization

Ying Hung, Assistant Professor of Statistics and Biostatistics, SAS; Ph.D., Georgia Tech
Computer experiments; design of experiments

John E. Kolassa, Professor of Statistics and Biostatistics, SAS; Ph.D., Chicago
Asymptotics; biostatistics; applications of statistics in nursing and criminal justice

Regina Y. Liu, Professor of Statistics and Biostatistics, SAS; Ph.D., Columbia
Nonparametric inferences; resampling; theory and applications of data depth; statistical quality control

Harold B. Sackrowitz, Professor of Statistics and Biostatistics, SAS; Ph.D., Columbia
Inference and decision theory; acceptance sampling; order-restricted inference

Lawrence Shepp, Professor Emeritus of Statistics and Biostatistics, SAS; Ph.D., Princeton
Pure and applied probability; tomography

William E. Strawderman, Professor of Statistics and Biostatistics, SAS; Ph.D., Rutgers
Decision theory; Bayesian analysis; multivariate statistics

Zhiqiang Tan, Associate Professor of Statistics and Biostatistics, SAS; Ph.D., Chicago
Nonparametric and semiparametric statistics; applications in causal inference; survey sampling; Monte Carlo integration

David E. Tyler, Professor of Statistics and Biostatistics, SAS; Ph.D., Princeton
Multivariate analysis; robust statistics; directional data; psychometrics; computer vision and time series; functional data analysis

Han Xiao, Assistant Professor of Statistics and Biostatistics, SAS; Ph.D., Chicago
Nonlinear and nonstationary time series; algebraic statistics; random matrix theory

Minge Xie, Professor of Statistics and Biostatistics, SAS; Ph.D., Illinois
Statistical inference; latent models; longitudinal data analysis and estimating equations; robust statistics; ebiostatistics

Cunhui Zhang, Professor of Statistics and Biostatistics, SAS; Ph.D., Columbia
Empirical Bayes; high-dimensional data; survival analysis and incomplete data; statistical inference; probability theory

Tong Zhang, Professor of Statistics and Biostatistics, SAS; Ph.D., Stanford
Numerical analysis and statistical computing; machine learning

 
For additional information, contact RU-info at 732-445-info (4636) or colonel.henry@rutgers.edu.
Comments and corrections to: Campus Information Services.

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