Statistics Workshop 2006

Committee on Statistics Studies

                Statistics at ORFE,

                 Princeton University
 

Areas of Research  

• Statistics Theory and Methods
• Financial Econometrics and Risk Management
• Computational Biology

Courses offered      

• ORF 524 Statistical Theory and Methods
• ORF 504 / FIN 504: Financial Econometrics
• and more (to be added)

Books authored and coauthored

• Carmona, R. (2004). Statistical Analysis of Financial Data in Splus.  Springer-Verlag, New York.
• Fan, J. and Yao, Q. (2003). Nonlinear Time Series: Nonparametric and Parametric Methods (576pp)Springer-Verlag, New York.


                              
• Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and its Applications (341pp). Chapman and Hall, London.

          Book edited

• Fan, J. and Li, G. (eds.) (2005). Contemporary Multivariate Analysis and Design of Experiments: In celebration of Professor Kai-Tai Fang's 65th birthday (468pp). World Scientific, New Jersey.

 

Journal Edited   

Editor, The Annals of Statistics , 2004--2006
Editor, Probability Theory and Related Fields, 2003--2005
Associate Editor, Journal of American Statistical Association , 1996 ---
Associate Editor, The Annals of Statistics, 1998 ---2002
Associate Editor, Statistica Sinica, 1996 --- 2002
Editor, Journal of Multivariate Analysis, 1998 --- 2000.

Selected Publications: Click Here

Revised June, 2005

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