Teresa Ledwina, professor

Ph. D.: 1976 IM PAN, habilitation: 1987 Wrocław University, title of professor: 1994

My main research interests are focused on construction and investigation of properties of tests of statistical hypotheses. I also deal with development of techniques useful for asymptotic comparison of tests.

Early studies concerned exact tests for multiparameter exponential families with finite support. In particular, new test for Hardy-Weinberg Law in population genetics has been constructed. The class of all admissible tests for composite null hypotheses against one-sided alternatives on multivariate exponential distributions with finite support has been described.

Further research focused on nonparametric testing problems. New rank tests for independence have been constructed and investigated. Novel approach for deriving bounds for probabilities of tails of large class of statistical functionals has been developed. By use of these techniques, we have been able to derive several types of large deviations results as well as to link the behaviour of tails of exact and asymptotic distributions and to explain equivalence of several measures of efficiency.

Recently, data-driven goodness of fit tests using Schwarz criterion and Neyman smooth statistics have been introduced and developed. Several new tests have been constructed and compared with classical ones via extensive simulations and theoretical considerations of their efficiency and power. Techniques aimed at comparison of powers of tests and calculation of their efficiencies have been developed.

List of selected publications (till 1994)

  1. Admissible tests for exponential families with finite support, Math. Operationsforsch. Statist., Ser. Statistics 9 (1978), 105-118.
  2. (with S. Gnot) Testing for Hardy-Weinberg Law, Biometrics, March (1980), 161-165.
  3. A note on admissibility of some tests of independence against ``positive dependence'' in R×C contingency table, Math. Operationsforsch. Statist., Ser. Statistics 15 (1984), 565-570.
  4. Large deviations and Bahadur slopes of some rank tests of independence, Sankhyā Ser. A 48 (1986), 188-207.
  5. On the limiting Pitman efficiency of some rank tests of independence, J. Multivar. Anal. 20 (1986), 256-271.
  6. An expansion of the index of large deviations for linear rank statistics, Statist. Probab. Lett. 5 (1987), 247-248.
  7. (with W. C. M. Kallenberg) On local and non-local measures of efficiency, Ann. Statist. 15 (1987), 1401-1420.
  8. (with T. Inglot) On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics, Ann. Statist. 18 (1990), 1491-1495.
  9. (with T. Inglot and W. C. M. Kallenberg) Strong moderate deviation theorems, Ann. Probab. 20 (1992), 987-1003.
  10. (with T. Inglot) Moderately large deviations and expansions of large deviations for some functionals of weighted empirical process, Ann. Probab. 21 (1993), 1691-1705.
  11. (with T. Inglot) Cramér type large deviations for some U-statistics, Theory Probab. Appl. 38 (1993), 858-868.

List of publications (since 1994)

1. Published journal articles and reports:
  1. (with T. Inglot and W. C. M. Kallenberg) Power approximations to and power comparison of certain goodness of fit tests, Scand. J. Statist. 21 (1994), 131-145.
  2. Data driven version of the Neyman smooth test of fit, J. Amer. Statist. Assoc. 89 (1994), 1000-1005.
  3. (with W. C. M. Kallenberg) On data driven Neyman's tests, Probab. Math. Statist. 15 (1995), 409-426.
  4. (with W. C. M. Kallenberg) Consistency and Monte Carlo simulation of data driven version of smooth goodness of fit tests, Ann. Statist. 23 (1995), 1594-1608.
  5. (with M. Bogdan) Testing uniformity via log-spline modeling, Statistics 28 (1996), 131-157.
  6. (with T. Inglot) Asymptotic optimality of data driven Neyman's tests for uniformity, Ann. Statist. 24 (1996), 1982-2019.
  7. (with W.C.M. Kallenberg) Data driven smooth tests when the hypothesis is composite, J. Amer. Statist. Assoc. 92 (1997), 1094-1104.
  8. (with T. Inglot and W. C. M. Kallenberg) Data driven smooth tests for composite hypotheses, Ann. Statist. 25 (1997), 1222-1250.
  9. (with W. C. M. Kallenberg) Data driven smooth tests for composite hypotheses: Comparison of powers, J. Statist. Comput. Simul. 59 (1997), 101-121.
  10. (with W. C. M. Kallenberg and E. Rafajłowicz) Testing bivariate independence and normality, Sankhyā, Ser. A, Vol. 59 (1997), 42-59.
  11. (with W.C.M. Kallenberg and T. Inglot) Vanishing shortcoming of data driven Neyman's tests, Asymptotic Methods in Probability and Statistics, A Volume in Honour of Miklós Csörgő. B. Szyszkowicz (ed.). Elsevier, Amsterdam (1998), 811-829.
  12. (with W.C.M. Kallenberg) Data driven rank tests for independence, J. Amer. Statist. Assoc. 94 (1999), 285-301.
  13. (with A. Janic-Wróblewska) Data driven rank test for two-sample problem, Scand. J. Statist. 27 (2000), 281-297.
  14. (with T. Inglot and W. C. M. Kallenberg) Vanishing shortcoming and asymptotic relative efficiency, Ann. Statist. 28 (2000), 215-238.
  15. Limiting behaviour of data driven Neyman's statistic under fixed alternatives (2000), manuscript.
  16. (with T. Inglot) Intermediate approach to comparison of some goodness-of-fit tests, Ann. Inst. Statist. Math. 53 (2001), 810-834.
  17. (with T. Inglot) Asymptotic optimality of data driven smooth tests for location-scale family, Sankhyā Ser. A 63 (2001), 41-71.
  18. (with T. Inglot) How to measure a quality of goodness of fit tests?, Preprint 002 (2002), Institute of Mathematics, Wrocław University of Technology.
  19. (with G. R. Ducharme) Efficient and adaptive nonparametric test for the two-sample problem, Ann. Statist. 31 (2003), 2036-2058.
  20. (with T. Inglot) Semiparametric regression: Hadamard differentiability and efficient score functions for some testing problems, Preprint 012 (2003), Institute of Mathematics, Wrocław University of Technology.
  21. (with T. Inglot) On consistent minimax distinguishability and intermediate efficiency of Cramér-von Mises test, J. Statist. Plan. Inference 124 (2004), 453-474.
  22. (with A. Janic-Wróblewska and W. C. M. Kallenberg) Detecting positive quadrant dependence and positive function dependence, Insurance Math. Econom. 34 (2004), 467-487.
  23. (with T. Inglot) Intermediate efficiency of some max-type statistics, J. Statist. Plan. Inference 136 (2006), 2918-2935.
  24. (with T. Inglot) Asymptotic optimality of new adaptive test in regression model, Annales de l'Institut Henri Poincaré, Probab. & Stat. 42 (2006), 579-590.
  25. (with T. Inglot) Towards data driven selection of a penalty function for data driven Neyman tests, Linear Algebra and its Appl. 417 (2006), 124-133.
  26. (with T. Inglot) Data driven score test for a homoscedastic linear regression model: the construction and simulations, Proc. Prague Stochastics 2006, Matfyzpress 2006, 124-137.
  27. (with T. Inglot) Data driven score test for a homoscedastic linear regression model: asymptotic results, Probab. Math. Statist. 26 (2006), 41-61.
  28. (with T. Inglot) Data driven score test of fit for a semiparametric homoscedatic linear regression model, Preprint 665 (2006), Institute of Mathematics, Polish Academy of Sciences.
  29. O asymptotycznej efektywności estymatorów, Matematyka Stosowana 8 (2007), 66-83 (in Polish).
  30. (with J. Antoch, M. Hušková, A. Janic) Data driven rank test for detection of changes, Metrika 68 (2008), 1-15.
  31. (with A. Janic) Data-driven smooth tests for a location-scale family revisited, Journal of Statistical Theory and Practice, Special Issue: Modern Goodness of Fit Methods 3 (2009), 645-664.
  32. (with J. Mielniczuk) Variance function estimation via model selection, Applicationes Matematicae 37:4 (2010), 387-411.
  33. (with G. Wyłupek) Two-sample test against one-sided alternatives, Scand. J. Statist. 39 (2012), 358-381.
  34. (with G. Wyłupek) Nonparametric tests for stochastic ordering, TEST 21 (2012), 730-756.
  35. (with G. Wyłupek) Tests for first-order stochastic dominance, Preprint 746 (2013), Institute of Mathematics, Polish Academy of Sciences.
  36. (with G. Wyłupek) Validation of positive quadrant dependence, Insurance Math. Econom. 56 (2014), 38-47.
  37. Dependence function for bivariate cdf's, arXiv: 1405.2200v1 [stat.ME], 9 May 2014.
  38. Visualizing association structure in bivariate copulas using new dependence function, in: Stochastic Models, Statistics and Their Applications, Springer Proceedings in Mathematics & Statistics 122, A. Steland et al. (eds), 2015, 19-27.
  39. (with G. Wyłupek) Detection of non-Gaussianity, Journal of Statistical Computation and Simulation 85 (2015), 3480-3497.
  40. (with G. Wyłupek) On Charlier polynomials in testing Poissonity, Communications in Statistics - Simulation and Computation 46 (2017), 1918-1932.
  41. (with B. Ćmiel) Validation of positive expectation dependence, ESAIM: P&S (2017), accepted, DOI: https://doi.org/10.1051/ps/2017015.
2. Other publications:
  1. Neyman smooth test of fit, Encyclopedia of Statistical Sciences, Update Vol. 2 (Kotz, S., Read, C. B., Banks, D. L., eds.) Wiley & Sons, New York (1998), 467-470.
  2. Neyman's ideas in the theory of testing statistical hypotheses, XII School in History of Mathematics (S. Domoradzki, Z. Pawlikowska-Brożek, D. Węglowska, Eds.), AGH Publishing House (1999), 37-44 (in Polish).
  3. Encyclopedia for all Mathematics, WNT (2000), 37 entries on statistics (in Polish).
  4. Jerzy Neyman (1894-1981), Statistics in Transition - new series 13 (2012), 169-178.
  5. Obituary: Witold Klonecki, 1930-2012, IMS Bulletin, Oct 1, 2014.

R package for data driven smooth tests is available at http://cran.r-project.org/web/packages/ddst/index.html

R codes for TEST (2012) are available here.