Department of Applied Statistics

Fingerprint Dive into the research topics where Department of Applied Statistics is active. These topic labels come from the works of this organisation's members. Together they form a unique fingerprint.

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
Siméon Denis Poisson
Type I Error Rate
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
Time Series Data
Jump-diffusion Process