Tadeusz Inglot, Dr. hab.
Ph. D.: 1977 Wrocław University of Technology,
habilitation: 2001 Wrocław University of Technology
Research interests:
Weak and strong limit theorems
of probability theory, Gaussian measures, asymptotic distribution theory in statistics,
strong approximation technique, asymptotic properties of nonparametric inference,
efficiency of tests, goodness of fit tests, model selection criteria.
Selected recent publications:
- (with T. Ledwina) Asymptotic optimality of data driven Neyman's
tests for uniformity, Ann. Statist. 24 (1996), 1982-2019.
- (with W. C. M. Kallenberg and T. Ledwina) 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.
- Generalized intermediate efficiency of goodness of fit
tests, Math. Methods Stat. 8 (1999), 487-509.
- On large deviation theorem for data driven Neyman's statistic,
Statist. Probab. Letters 47 (2000), 411-419.
- (with T. Ledwina) Asymptotic optimality of data driven
smooth tests for location-scale family, Sankhyā Ser. A
63 (2001), 41-71.
- (with T. Ledwina) Intermediate approach to comparison of some
goodness of fit tests, Annals of the Institute of Statist. Mathem.
53 (2001), 810-834.
- (with W. C. M. Kallenberg) Moderate deviations of minimum
contrast estimators under contamination, The Annals of Statistics
31 (2003), 852-879.
- (with A. Janic-Wróblewska) Data driven chi-square test for
uniformity with unequal cells, Journal of Stat. Comput. Simul.
73 (2003), 545-561.
- (with T. Ledwina) On consistent minimax distinguishability
and intermediate efficiency of Cramér-von Mises test, Journal
Statist. Planning Infer. 124 (2004), 453-474.
- (with B. Stawiarski) Data-driven score test of fit for conditional
distribution in the GARCH(1,1) model, Probability and Mathematical
Statistics 25 (2005), 331-362.
- (with T. Ledwina) Towards data-driven selection of the penalty
function for data driven Neyman's test, Linear Algebra Appl.
417 (2006), 124-133.
- (with T. Ledwina) Intermediate efficiency of some max-type
statistics, Journal Statist. Planning Infer. 136 (2006), 2918-2935.
- (with T. Ledwina) Asymptotic optimality of new adaptive test in regression
model, Annales de l'Institut Henri Poincaré, Probab. & Stat.
42 (2006), 579-590.
- (with T. Ledwina) Data driven score tests for a homoscedastic
linear regression model: the construction and simulations,
in: Prague Stochastics 2006, Proceedings, M. Hušková,
M. Janžura (Eds.), Matfyzpress, Prague 2006, 124-137.
- (with T. Ledwina) Data driven score tests for a homoscedastic
linear regression model: asymptotic results, Probability and Mathematical
Statistics 26 (2006), 41-61.