Faculty members in the Statistics Department have a wide range of active research interests. A number of faculty work on problems of nonparametric function estimation. Others work in methods of time-series analysis, multivariate analysis, observational studies, analysis of computational algorithms, sampling, information theory, financial economics, model selection, game theory - the full range of modern statistical theory. Applications have included such problems as statistical models for analysis of scanner data, methods for time-series analysis and multivariate analysis when there is missing data, and many others.

Representative Publications
Names in bold type indicate authors who were Wharton doctoral students at the time of publication.

Bartlett , P. L., Jordan, M. I. and J.D. McAuliffe, "Convexity, classification, and risk bounds." Journal of the American Statistical Association, 101 138-156, 2006.

D.P. Foster and R.A. Stine, "Variable selection in data mining: Building a predictive model for bankruptcy." Journal of the American Statistical Association, 99, 303-313, 2004.

S.T. Jensen and J.S. Liu, "Bayesian Clustering of Transcription Factor Binding Motifs." Journal of the American Statistical Association (in press) 2007.

D. Small, Sensitivity analysis for instrumental variables regression with over identifying restrictions. Journal of the American Statistical Association, 2007.

J.M. Steele, The Cauchy-Schwarz Master Class: An Introduction to the Art of Mathematical Inequalities, Cambridge University Press and the Mathematical Association of America, Cambridge UK and Washington DC, 2004.

T. Cai and L. Wang, "Adaptive variance function estimation in heteroscedastic nonparametric regression." The Annals of Statistics (in press) 2007.

C. Chua, D.P. Foster, K. Ramaswamy, and R.A. Stine, "A dynamic model for the Forward Curve." Review of Financial Studies, 2007.

E.I. George, F. Liang, and X. Xu, "Improved Minimax Predictive Densities Under Kullback-Leibler Loss." Annals of Statistics, 34 1 78-91, 2006.

R. Greevy, J. Silber, J. Avital, and P. Rosenbaum, "Randomization inference with imperfect compliance in the ACE-inhibitor after anthracycline randomized trials." Journal of the American Statistical Association, 99: 7-15, 2004.

J. Weinberg, L.D. Brown, and J. Stroud, "Bayesian forecasting of an inhomogeneous Poisson process, with applications to call center data." Journal of the American Statistical Association (in press) 2007.