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)
- Admissible tests for exponential families with finite
support,
Math. Operationsforsch. Statist., Ser. Statistics 9 (1978), 105-118.
- (with S. Gnot) Testing for Hardy-Weinberg Law, Biometrics,
March (1980), 161-165.
- 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.
- Large deviations and Bahadur slopes of some rank tests
of independence, Sankhyā Ser. A 48 (1986), 188-207.
- On the limiting Pitman efficiency of some rank tests of
independence, J. Multivar. Anal. 20 (1986), 256-271.
- An expansion of the index of large deviations for linear
rank statistics, Statist. Probab. Lett. 5 (1987), 247-248.
- (with W. C. M. Kallenberg) On local and non-local measures of
efficiency, Ann. Statist. 15 (1987), 1401-1420.
- (with T. Inglot) On probabilities of excessive deviations for
Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics,
Ann. Statist. 18 (1990), 1491-1495.
- (with T. Inglot and W. C. M. Kallenberg) Strong moderate deviation
theorems, Ann. Probab. 20 (1992), 987-1003.
- (with T. Inglot) Moderately large deviations and expansions of large
deviations for some functionals of weighted empirical process,
Ann. Probab. 21 (1993), 1691-1705.
- (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:
- (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.
- Data driven version of the Neyman smooth test of fit, J. Amer.
Statist. Assoc. 89 (1994), 1000-1005.
- (with W. C. M. Kallenberg) On data driven Neyman's tests, Probab.
Math. Statist. 15 (1995), 409-426.
- (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.
- (with M. Bogdan) Testing uniformity via log-spline
modeling, Statistics 28 (1996), 131-157.
- (with T. Inglot) Asymptotic optimality of data driven
Neyman's tests for uniformity, Ann. Statist. 24 (1996), 1982-2019.
- (with W.C.M. Kallenberg) Data driven smooth tests when
the hypothesis is composite, J. Amer. Statist. Assoc. 92 (1997),
1094-1104.
- (with T. Inglot and W. C. M. Kallenberg) Data driven smooth tests for
composite hypotheses, Ann. Statist. 25 (1997), 1222-1250.
- (with W. C. M. Kallenberg) Data driven smooth tests for
composite hypotheses: Comparison of powers, J. Statist. Comput. Simul.
59 (1997), 101-121.
- (with W. C. M. Kallenberg and E. Rafajłowicz) Testing bivariate
independence and normality, Sankhyā, Ser. A, Vol. 59 (1997), 42-59.
- (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.
- (with W.C.M. Kallenberg) Data driven rank tests for independence,
J. Amer. Statist. Assoc. 94 (1999), 285-301.
- (with A. Janic-Wróblewska) Data driven rank test for
two-sample problem, Scand. J. Statist. 27 (2000), 281-297.
- (with T. Inglot and W. C. M. Kallenberg) Vanishing shortcoming
and asymptotic relative efficiency, Ann. Statist. 28 (2000), 215-238.
- Limiting behaviour of data driven Neyman's statistic
under fixed alternatives (2000), manuscript.
- (with T. Inglot) Intermediate approach to comparison of
some goodness-of-fit tests, Ann. Inst. Statist. Math. 53 (2001), 810-834.
- (with T. Inglot) Asymptotic optimality of data driven smooth tests
for location-scale family, Sankhyā Ser. A 63 (2001), 41-71.
- (with T. Inglot) How to measure a quality of goodness of fit tests?,
Preprint 002 (2002),
Institute of Mathematics, Wrocław University of Technology.
- (with G. R. Ducharme) Efficient and adaptive nonparametric test
for the two-sample problem, Ann. Statist. 31 (2003), 2036-2058.
- (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.
- (with T. Inglot) On consistent minimax distinguishability and
intermediate efficiency of Cramér-von Mises test, J. Statist.
Plan. Inference 124 (2004), 453-474.
- (with A. Janic-Wróblewska and W. C. M. Kallenberg) Detecting
positive quadrant dependence and positive function dependence,
Insurance Math. Econom. 34 (2004), 467-487.
- (with T. Inglot) Intermediate efficiency of some max-type
statistics, J. Statist. Plan. Inference 136 (2006), 2918-2935.
- (with T. Inglot) Asymptotic optimality of new adaptive test in
regression model, Annales de l'Institut Henri Poincaré,
Probab. & Stat. 42 (2006), 579-590.
- (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.
- (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.
- (with T. Inglot) Data driven score test for a homoscedastic linear
regression model: asymptotic results, Probab. Math.
Statist. 26 (2006), 41-61.
- (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.
- O asymptotycznej efektywności estymatorów, Matematyka Stosowana
8 (2007), 66-83 (in Polish).
- (with J. Antoch, M. Hušková, A. Janic) Data driven rank
test for detection of changes, Metrika 68 (2008), 1-15.
- (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.
- (with J. Mielniczuk) Variance function estimation via model
selection, Applicationes Matematicae 37:4 (2010), 387-411.
- (with G. Wyłupek) Two-sample test against one-sided alternatives,
Scand. J. Statist. 39 (2012), 358-381.
- (with G. Wyłupek) Nonparametric tests for stochastic ordering, TEST 21 (2012), 730-756.
- (with G. Wyłupek) Tests for first-order stochastic dominance, Preprint 746 (2013), Institute of Mathematics, Polish Academy of Sciences.
- (with G. Wyłupek) Validation of positive quadrant dependence,
Insurance Math. Econom. 56 (2014), 38-47.
- Dependence function for bivariate cdf's, arXiv: 1405.2200v1 [stat.ME],
9 May 2014.
- 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.
- (with G. Wyłupek) Detection of non-Gaussianity, Journal of Statistical
Computation and Simulation 85 (2015), 3480-3497.
- (with G. Wyłupek) On Charlier polynomials in testing Poissonity,
Communications in Statistics - Simulation and Computation 46 (2017), 1918-1932.
- (with B. Ćmiel) Validation of positive expectation dependence, ESAIM: P&S
(2017), accepted, DOI: https://doi.org/10.1051/ps/2017015.
2. Other publications:
- 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.
- 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).
- Encyclopedia for all Mathematics, WNT (2000), 37 entries
on statistics (in Polish).
- Jerzy Neyman (1894-1981), Statistics in Transition - new series
13 (2012), 169-178.
- 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.