Department of Applied Statistics

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Nerve Fibers Medicine & Life Sciences
Optical Coherence Tomography Medicine & Life Sciences
Fisher Information Mathematics
Kullback-Leibler Information Mathematics
Goodness of Fit Test Mathematics
Estimator Mathematics
Censored Data Mathematics
Sample Size Medicine & Life Sciences

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Research Output 1995 2019

Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach

Kim, J. H. T., Jang, J. & Pyun, C., 2019 Jan 2, In : North American Actuarial Journal. 23, 1, p. 82-97 16 p.

Research output: Contribution to journalArticle

Compound Poisson
Recursive Algorithm
Risk Management
Recursion
Siméon Denis Poisson
Type I Error Rate
Batch
Beta-binomial Model
Random Effects Model
Linear Model

Efficient and flexible model-based clustering of jumps in diffusion processes

Kang, B. & Park, T., 2019 Sep 1, In : Journal of the Korean Statistical Society. 48, 3, p. 439-453 15 p.

Research output: Contribution to journalArticle

Model-based Clustering
Diffusion Process
Jump
Time Series Data
Jump-diffusion Process