Curriculum Vitae
FRITS H. RUYMGAART
EDUCATION
- Ph.D., University of Leiden, The Netherlands; Mathematical Statistics 1973; Advisor
Professor W.R. van Zwet.
- M.Sci., University of Leiden, The Netherlands; Mathematics, 1967.
- Gymnasium β; The Hague, The Netherlands.
ACADEMIC APPOINTMENTS
- Paul Whitfield Horn Professor, Department of Mathematics, Texas Tech University,
Lubbock, Texas (2001-).
- Professor, Department of Mathematics, Texas Tech University, Lubbock, Texas
(1991-2001).
- Professor Mathematical Statistics; Mathematical Institute, Kath. Univ. of Nijmegen
(1975-1991).
- Co-worker, Department of Statistics; Math. Centre, Amsterdam (1967-1975).
- Assistant, Mathematical Institute, Leiden University (1962-1966).
PROFESSIONAL ORGANIZATIONS, AWARDS, RECOGNITION
Professional Organizations
- Associate Editor Statistica Neerlandica (1987-1995).
- Associate Editor Journal Statistical Planning and Inference (1992-2001).
- Coordinating Editor Journal Statistical Planning and Inference (2001-2006).
- Member and Fellow, Institute of Mathematical Statistics.
- Member, Dutch Statistical Society.
- Member (by election), International Statistical Institute.
- Guest Associate Editor, special issue of the Journal of Statistical Planning and
Inference in honor of M.L. Puri.
Recognition
- Nominated “Outstanding Researcher College Arts and Sciences”, Texas Tech
University, 1997.
- Barnie E. Rushing, Jr. Faculty Distinguished Research Award, 2000.
- Graduate Professor of the Year, 2000.
- Kappa Mu Epsilon Professor of the Year, 2000.
- Conference on the occasion of my 60th birthday: Frontier Research in Theoretical
Statistics, held at “Eurandom,” Eindhoven, The Netherlands, 2000.
- Special issue (vol. 56 # 2) Statistica Neerlandica devoted to this conference, 2002.
- Appointed Paul Whitfield Horn Professor, 2001.
- SIAM Professor of the Year, 2014.
Research sponsored by
- National Science Foundation;
- National Security Agency:
- Texas Higher Education Coordinating Board (ARP);
- Amarillo National Resource Center for Plutonium;
- Texas Department of Transportation;
- North Atlantic Treaty Organization;
- Dutch National Science Foundation (NWO).
Other
- Chairman organizing committee “Meeting Dutch Mathematicians” Nijmegen, THE
NETHERLANDS, 1990.
- Organizer minisymposium “Recent Developments in Nonparametric Statistics” in
honor of W. R. van Zwet, Lubbock, USA, 1998.
- Co-Organizer (jointly with W. Stute and Y. Vardi) of Oberwolfach meeting “Inverse
Problems in Statistics,” Oberwolfach, GERMANY, 1999.
- Sponsor “Red Raider Mini-Symposium Series”, Texas Tech University, 2001-.
RESEARCH
My research concerns asymptotic theory of rank and order statistics; projection pursuit and robust
statistics; large deviations and statistical applications; quantum probability; empirical processes
and statistical applications; nonparametric classification; time series; random censoring; statistics
in manifolds; ill-posed problems; application of perturbation theory to functional data
analysis.
Published, accepted for publication
- Asymptotic normality of nonparametric tests for independence. Ann. Math. Statist.
43, 1122-1135 (1972). Co-authors: G.R. Shorack and W.R. van Zwet.
- Non-normal bivariate densities with normal marginals and linear regression functions.
Statist. Neerl. 27, 11-27 (1973).
- Asymptotic normality of nonparametric tests for independence (II). Ann. Statist. 2,
892-910 (1974).
- A note on chi-square statistics with random cell boundaries. Ann. Statist. 3, 965-968
(1975)
- Rank tests for independence
with best strong exact Bahadur slope. Z. Wahrscheinlichkeitsth. Verw. Gebiete 36,
119-127 (1976). Co-authors: P. Groeneboom and Y. Lepage.
- Asymptotic normality of linear combinations of functions of order statistics in the
non-i.i.d. case. Indag. Math. 80, 432-447 (1977). Co-author: M.C.A. van Zuijlen.
- Asymptotic normality of multivariate linear rank statistics in the non-i.i.d. case.
Ann. Statist. 6, 588-602 (1978). (Jointly with M.C.A. van Zuijlen.)
- On the convergence of the remainder term in linear combinations of functions of order
statistics in the non-i.i.d. case. Sankhya A, 40, 369-387 (1978). Co-author: M.C.A. van
Zuijlen.
- Large deviation theorems for empirical probability measures. Ann. Probability 7,
553-586 (1979). Co-authors: P. Groeneboom and J. Oosterhoff.
- A unified approach to the asymptotic distribution theory of certain midrank statistics.
In: Statistique non Paramétrique Asymptotique, J.-P. Raoult, ed. Lecture Notes in
Math. 821, 1-18, Springer, New York (1980).
- An application of linearization in nonparametric multivariate analysis. Sankhya A, 43,
52-66 (1981). Co-author: H. Buhrman.
- A robust principal component analysis. J. Multivar. Analysis 11, 485-497 (1981).
- On functions bounding the empirical distribution of uniform spacings.
Z. Wahrscheinlichkeitsth. Verw. Gebiete 61, 417-430 (1982). Co-authors: J. Beirlant,
E.C. van der Meulen and M.C.A. van Zuijlen.
- A note on the concept of joint distributions of pairs of observables. Sankhya A, 45,
38-43 (1983).
- Sur les estimateurs minimum ω2 modifié. Publ. Inst. Stat. Univ. Paris 28, 93-119
(1983).
- Two-sample rank estimators of optimal nonparametric score-functions and
corresponding adaptive rank statistics. (1983). Co-authors: K. Behnen and
G. Neuhaus. Ann. Statist. 11, 1175-1189.
- Some properties of weighted multivariate empirical processes. Statist. Decisions 2,
199-223 (1984). Co-author: J.A. Wellner.
- A strong law for the oscillation modulus of the multivariate empirical process.
Statist. Decisions 3, 357-362 (1985). Co-author: J.H.J. Einmahl.
- Hodges-Lehmann effacies for likelihood ratio type tests in curved bivariate normal
families. Statist. Neerl. 38, 21-36 (1984). Co-authors: L.D. Brown and D.R. Truax.
- Some properties of weighted compound multivariate empirical processes. Sankhya A,
48, 393-403 (1986). Co-author: J.H.J. Einmahl.
- The order of magnitude of the moments of the modulus of continuity of multiparameter
Poisson and empirical processes. J. Multivar. An. 21, 263-273 (1987). Co-author:
J.H.J. Einmahl.
- The almost sure behaviour of the oscillation modulus of the multivariate empirical
process. Statist. Prob. Letters, 6, 87-96 (1987). Co-author: J.H.J. Einmahl.
- A characterization of weak convergence of weighted multivariate empirical processes.
Acta. Sci. Math. (Szeged) 52, 191-205 (1988). Co-authors: J.H.J. Einmahl and J.A.
Wellner.
- The almost sure behaviour of maximal and minimal multivariate spacings.
J. Multivar. An. 24, 155-576. (1988). Co-authors: P. Deheuvels, J.H.J. Einmahl and
D.M. Mason.
- Processus empiriques multidemensionnels: apercu
de quelques résultats récents. Internat. Statist. Rev. 56, 139-151 (1988). Co-authors:
J.H.J. Einmahl and D.M. Mason.
- Asymptotic normality of GL-statistics with unbounded scores. J. Statist. Pl. Inf. 19,
43-53 (1988). Co-author: R. Helmers.
- Some properties of bivariate empirical hazard processes under random censoring.
J. Multivar. An. 28, 271-281 (1989).
- Strong uniform convergence of density estimators on spheres. J. Statist. Pl. Inf. 23,
45-52 (1989).
- Asymptotic estimate of probability of misclassification for discrimination rules based
on density estimates. Statist. Prob. Letters 8, 81-88 (1989). Co-author: K.C. Chanda.
- Some stochastic inequalities and asymptotic normality of serial rank statistics
in general linear processes. J. Statist. Pl. Inf. 25, 53-79 (1989). Co-author:
G. Nieuwenhuis.
- General linear processes: a property of the empirical process applied to density and
mode estimation. J. Time Ser. An. 11, 185-199 (1990). Co-author: K.C. Chanda.
- A note on homogeneity tests of covariance matrices. Comm. Statist. Th. Meth. 18,
2301-2310 (1989). Co-author: W.B. Smith.
- Asymptotic normality of L-statistics based on m(n)-decomposable time series.
J. Multivar. An. 35, 260-275 (1990). (Jointly with K.C. Chanda and M.L. Puri.)
- Regularized deconvolution on the circle and the sphere. In: Proc. NATO-ASI
conference on Nonparametric Functional Estimation and Related Topics, Kluwer
Ac. Publ., Dordrecht, pp. 679-690 (G. Roussas, ed., 1991). Co-author: A.C.M. van
Rooij.
- A Cramér-Rao type inequality for random variables in Euclidean manifolds. Sankhya
A 54, 387-401 (1992). Co-authors: H.W.M. Hendriks and J.H.M. Janssen.
- Curve estimation for mn-decomposable time series including bilinear processes.
J. Multivar. An. 38, 149-166 (1991). Co-author: K.C. Chanda.
- Theoretical aspects of ill-posed problems in statistics. Acta. Appl. Math. 24, 113-140
(1991). Co-authors: R.J. Carroll and A.C.M. van Rooij.
- Empirical U-statistics processes. J. Statist. Pl. Inf. 32, 259-269 (1992). Co-author:
M.C.A. van Zuijlen.
- Projection pursuit type applications of empirical characteristic functions in some
multivariate problems. Can. J. Statist. (1992). Co-author: S. Ghosh.
- Rate of convergence of the empirical Radon transform. J. Multivar. An. 44, 115-145
(1993). Co-authors: D. Gilliam and P. Hall.
- On Bahadur’s representation of sample quantiles for mn-decomposable processes.
Sankhya A 56, 44-53 (1994). Co-author: K.C. Chanda.
- Regularized operator inversion as an approach to minimax density estimation.
J. Math. Systems, Est., Contr. 2, 363-380 (1992).
- Strong uniform convergence of density estimators on compact Euclidean manifolds.
Statist. Prob. Letters 16, 305-311 (1993). Co-authors: H.W.M. Hendriks and
J.H.M. Janssen.
- Asymptotic normality of linear combinations of functions of the concomitant order
statistics. Comm. Statist. 21, 3247-3254 (1992). Co-author: K.C. Chanda.
- A unified approach to inversion problems in statistics. Math. Meth. Statist. 2, 130-146
(1993).
- Nonparametric prediction for random fields. Stoch. Proc. Appl. 48, 139-156 (1993).
Co-author: M.L. Puri.
- Asymptotic behavior of L-statistics for
a large class of time series. Ann. Inst. Statist. Math. 45, 687-701 (1993). Co-author:
M.L. Puri.
- Regularized inversion of noisy Laplace transforms. Adv. Appl. Math 15, 186-201
(1994). Co-authors: D. Chauveau and A.C.M. van Rooij.
- Conditional empirical, quantile, and difference processes for a wide class of time series,
with applications. J. Statist. Pl. Inf. 40, 15-31 (1994).
- Change curves in the presence of dependent noise. In: Change-point Problems,
H.-G. Müller, ed., IMS Lecture Notes #23, 242-254, Hayward, California, (1994).
Co-author: M.L. Puri.
- A note on the inverse estimation of bandlimited signals. Statist. Prob. Letters 27,
241-246 (1996).
- Tail processes under heavy random censorship with applications. Nonp. Statist. 5,
223-235 (1995). Co-author: J.H.J. Einmahl.
- Discrete signed mixtures of expontials. Stoch. Models 12, 245-263 (1996). Co-authors:
D. Chauveau, C. Martin, and A.C.M. van Rooij.
- Nonparametric curve estimation on Stiefel manifolds. Nonp. Statist. 6, 57-68 (1996).
Co-author: J.M. Lee.
- Asymptotic minimax rates for abstract linear estimators. J. Statist. Pl. Inf. 53,
389-402 (1996). Co-author: A.C.M. van Rooij.
- Cross-validation for parameter selection in inverse estimation problems.
Scand. J. Statist., 23, 609-620 (1996). (Jointly with A.K. Dey and B.A. Mair.)
- Statistical inverse estimation in Hilbert scales. SIAM J. Appl. Math. 56, 1424-1444
(1996). Co-author: B.A. Mair.
- A cross validation method for first kind integral equations. Proc. Montana
Conf. Control IV (K.L. Bowers and J. Lund, eds.), 259-267 (1995). Co-author: B.A.
Mair.
- Asymptotic behavior of sample mean location for spheres. J. Multivar. An., 59,
141-152 (1996). Co-authors: H. Hendriks and Z. Landsman.
- Some applications of Watson’s perturbation approach to random matrices.
J. Multivar. An., 60, 48-60 (1997). Co-author: S. Yang.
- The Van Trees inequality derived from the Cramér-Rao inequality and applied to
nonparametric regression. In: Research Developments in Probability and Statistics:
Festschrift in Honor of Madan L. Puri on the occasion of his 65th Birthday, E. Brunner
and M. Denker, eds., VSP, 219-230 (1996).
- Input recovery for a dynamical system with noise using regularized inversion of the
Laplace transform. IEEE Trans. Inf. Th. 44, 1125-1130 (1998). Co-authors: A.K. Dey
and C. Martin.
- A note on weak convergence of density estimators in Hilbert spaces. Statistics 30,
331-343 (1998).
- Direct curve estimation as an ill-posed inverse estimation problem Statist. Neerl., 53,
309-326 (1999). Co-author: A.K. Dey.
- Convergence in the Hausdorff metric of estimators of irregular densities, using
Fourier-Cesàro approximation. Statist. Prob. Letters, 39, 179-184 (1998). Co-author:
A.C.M. van Rooij.
- On inverse estimation. Asymptotics, Nonparametrics and Time Series, S. Ghosh, ed.,
579-613. Dekker, New York. Co-author: A.C.M. van Rooij.
- Speed of convergence for estimators of finite location mixture distribution. Nonpar.
Statist., 12, 727-736 (2000). Co-author: with G.S. Dissanayake.
- Speed of convergence in the Hausdorff metric for estimators of irregular mixing
distributions. Nonpar. Statist. 10, 375-387 (1999). Co-authors: K. Chandrawansa and
A.C.M. van Rooij.
- Controlling the Gibbs phenomenon in noisy deconvolution of irregular multivariable
input signals. J. Appl. Math. Stoch. Anal. 13, 1-14 (2000). Co-authors: K.
Chandrawansa and A.C.M. van Rooij.
- Asymptotic efficiency of inverse estimators. Th. Probab. Appl. 44, 826-844 (1999).
Co-authors: A.C.M. van Rooij and W.R. van Zwet.
- Some comments on Wicksell’s problem. J. Statist. Pl. Inf. 87, 31-42 (2000). Co-authors:
B.A. Mair and T. Urrabazo.
- The limiting density of unit root test statistics: a unifying technique. J. Time. Ser.
Anal. 21, 249-260 (2000). Co-authors: M. Gönen, M.L. Puri, and M.C.A. van Zuijlen.
- Inverting noisy integral equations using wavelet expansions: a class of irregular
convolutions. To appear in Fstschrift in honor of W.R. van Zwet, M.C.M. de Gunst,
C.A.J. Klassen, A.W. van der Vaart, eds. Lecture Notes-Monograph Series 36,
Hayward, California. Co-authors: O. van Gaans, P. Hall, and A.C.M. van Rooij.
- Fourier approximation and Hausdorff convergence. J. Appr. Th. 107, 67-78 (2000).
Co-author: A.C.M. van Rooij.
- Abstract inverse estimation with application to deconvolution on locally compact
Abelian groups. Ann. Inst. Statist. Math., 53, 781-798 (2001). Co-author: A.C.M. van
Rooij.
- Some results for empirical processes of locally dependent time series. Math. Meth.
Statist. 9, 399-414 (2000). Co-author: J.H.J Einmahl.
- A new method of solving noisy Abel type equations. J. Math. Anal. Appl. 257, 403-419
(2001). Co-authors: J. Garza and P. Hall.
- On efficiency of indirect estimation of nonparametric regression functions. In: Algebraic
Methods in Statistics, pp 173-184 (M.A.G. Viana and D. St. P. Richards, Eds.).
Contemporary Mathematics Series - Algebraic Methods in Statistics 287, Amer. Math.
Soc., Providence (2001). Co-authors: E.-J. Lee and C.A.J. Klaassen.
- Representation of second order processes using Halmos’s spectral theorem. In:
Circumspice pp 189-199. Papers in honor of A.C.M. van Rooij (W. Schikhof, D. Beckers,
O. Van Gaans, S. Teerenstra, Eds.). Katholieke Universiteit, Nijmegen (2001).
- Some results for locally dependent arrays. Z. Angew. Math. Mech. 81, S. 9-S.12 (2001).
- Sample quantiles for locally dependent processes. In: Statistical Data Analysis Based
on the L1 - Norm and Related Methods, pp 39-46 (Y. Dodge, Ed.). Birkhäuser, Basel
(2002).
- Minimax rates for estimating the variance and its derivates in nonparametris regression
- an application of the Van Trees inequality. Australian and New Zealand J. Statist.,
44, 479-488 (2002). Co-author: A. Munk.
- Using wavelet methods to solve noisy Abel - type equations with discontinuous inputs.
J. Multivar. Anal. 86, 72-96 (2003). Co-authors: P. Hall and R. Paige.
- Some properties of moment-empirical cdfs with application to some inverse estimation
problems. Math. Meth. Stat. 12, 478-495 (2003). Co-author: R. Mnatsakanov.
- Aligned rank statistics for repeated measurement models with orthonormal design,
employing a Chernoff-Savage approach. J. Stat. Pl. Inf. 130, 167-182 (2005).
Co-authors: J.H.J. Einmahl, B.O. Omolo and M.L. Puri.
- Thermodynamics of impurities in semiconductors: Part II: free energie of impurities.
Phys. Rev. B 70, 1-10 (2004). Co-authors: S.K. Estreicher and M. Sanati.
- Discussion of the paper “Wavelet deconvolution in a periodic setting by I.M. Johnstone,
G. Kerkyacharian, D. Picard and M. Raimondo. J. Royal Statist. Soc. B 66, 642-643
(2004). Co-author: A. Munk.
- Some results for moment-empirical cumulative distribution functions. Nonpar. Statist.
17, 733-744 (2005). Co-author: R. Mnatsakanov.
- Asymptotically efficient estimation of linear functionals in inverse regression models.
Nonpar. Statist., 17, 819-831 (2005). Co-authors: C.A.J. Klaassen and E.-J. Lee.
- Some results on nonparametric calibration. Comm. Statist., Th. and Meth., 34, 1-12
(2005). Co-author: P. Misquitta.
- The convolution theorem for estimating linear functionals in indirect nonparametric
regression models. J. Statist. Pl. Inf., 137, 811-820 (2007). Co-authors: A. Khoujmane,
M. Shubov.
- Some aspects of multivariate calibration with incomplete designs. Chemometrics Intel.
Lab. Syst. 77, 161-172 (2005). Co-authors: C. Spiegelman, S. Lee, J. Conny.
- On moment-density estimation in some biased models. IMS Lecture Notes 49, 322-333 (2006).
Co-author: R.M. Mnatsakanov.
- Fourier-Cesaro approximation in the Housdorff metric with application to noisy deconvolution.Advances in the Gibbs Phenomenon, 303-334 (2009), Sampling Publishing, A.J. Jerri, Ed., (2009). Co-authors: D. S. Gilliam, A. van Rooij.
- The one-and multi-sample problem for functional data with application to projective
shape analysis. J. Multivar. Anal. 99, 815-833 (2008). Co-authors: A. Munk, R. Paige,
J. Pang, V. Patrangenaru.
- Convergence rates of general regularization methods for statistical inverse problems and
applications. SIAM J. Numer. Anal. 45, 2610-2636 (2007). Co-authors: N. Bissantz,
T. Hohage, A. Munk.
- Nonparametric estimation of ruin probabilities given a random sample of claims. Math.
Meth. Stat. 17, 1-9 (2008). Co-authors: R. Mnatsakanov, L. Ruymgaart.
- Some properties of canonical correlations and variates in infinite dimensions. J.
Multivar. Anal. 99, 1083-1104 (2008). Co-authors: J. Cupidon, R. Eubank, D. Gilliam.
- The delta-method for analytic functions of random operators with application to
functional data. Bernoulli, 13, 1179-1194 (2007). Co-authors: J. Cupidon, R. Eubank,
D. Gilliam.
- Fréchet-differentiation of functions of operators with application to testing the equality
of two covariance operators. J. Physics: Conf. Ser., 124, 012028 (2008). Co-author:
X.-Y. Ji.
- The Fréchet-derivative of an analytic function of a bounded operator with some
applications. Int. J. Math. Sci., ID 239025 (2009), Co-authors: D. Gilliam, T. Hohage,
X. Ji.
- Nonparametric shape analysis methods in glaucoma detection. Int. J. Statist. Sci.,
9, 135-149. Special issue in honor of Dr. E. Saleh. Co-authors: A. Bandulasiri, A.
Gunathilaka, V. Patrangenaru, H. Thompson.
- Moment-density estimation for positive variables. Statistics, 46, 215-230 (2012). Co-author: R.
Mnatsakanov.
- Application of a delta-method for random operators to testin equality of two covariance operators. Math. Meth. Statist., 20, 232-245 (2011). Co-authors: G. Gaines, K. Kaphle.
- Optimal risk rate in a functional inverse problem. Statist. Neerl., 66, 111-129 (2012). Co-author: J. Pang.
- Some asymptotic theory for functional regression and classification. Adv. Dec. Sciences , 9, 291-302 (2012). Co-authors: J.
Wang, S.-H. Wei, L. Yu.
- A note on random perturbations of a multiple eigenvalue of a Hermitian operator. J. Th. Probab., 27, 1112-1123 (2013). Co-authors: G. Gaines, K.
Kaphle.
- The asymptotic theory for functional regression with stationary regressor. In: Festschrift in honor of Jon Wallner's 65th birthday, IMS, 9, 291-302 (2013). Co-authors: J. Wang, S.-H. Wei.
- A theoretical note on the simulation of Brownian motion. Adv. and Appl. in Statist., 33, 99-106 (2013). Co-author: G. Gaines.
MC-Tract, MC-Syllabus
- (Dissertation.) Asymptotic Theory of Rank tests for Independence. Mathematical
Centre Tract #43, Amsterdam (1973).
- Asymptotische Methoden in de Statistiek. Mathematical Centre Syllabus # 22,
Amsterdam (1976). Co-author: R. Helmers, J. Oosterhoff and M.C.A. van Zuijlen, in
Dutch.
Unpublished Reports
- Handleiding voor het gebruik van de toets van m rangschikkingen en een daaraan
ontleende methode voor meervoudige vergelijking. Report SN 4/74, Math. Centre,
Amsterdam (1974). (In Dutch.)
- Regression checks in nonparametric models - an indirect estimation approach. Tech.
Report. Co-author: A. Munk.
THESES
- On unit root tests, by M. Gönen (1996).
- A regularized-inverse approach to Wicksell’s problem, by T. Urrabazo (1997).
- Finite location mixtures, by G.S. Dissanayake (1998).
- Some results in non-parametric calibration, P.O. Misquitta (2000).
- A new method of solving Abel type equations, by J. Garza (2001).
- The one-sample problem in Hilbert spaces, by J. Pang (2005).
- Rank test for multivariate two-sample data using projection pursuit, by A. Gunathilaka
(2007).
- Regularization methods for inverse operators with application in statistics, by U.
Adikari (2008).
- Asymptotic efficiency of the minimum Hellinger distance estimator in regression, by J.
Wang (2009).
- Some remarks on functional classification, by L. Yu. (2009).
DISSERTATIONS
Formally I have been co-advisor during the preparation of two Ph.D. theses, without having
actually contributed to the research. On the other hand, I have been rather much involved in the
preparation of the theses
- Empirical Distributions and Rank Statistics, by M.C.A. van Zuijlen (1976, advisor
W.R. van Zwet),
- Large Deviations and Asymptotic Efficiencies, by P. Groeneboom (1979, advisor
J. Oosterhoff),
- Improved Estimation of Fourier Coefficients for Ill-posed Inverse Problems, by M.
Shubov (Univ. New Hampshire).
without having been the formal advisor. I have been an advisor in the preparation of the
dissertations
- Multivariate Empirical Processes, by J.H.J. Einmahl (1986) (joint advisor
D.M. Mason),
- Asymptotics for Point Processes and General Linear Processes, by G. Nieuwenhuis
(1989) (joint advisors P.I.M. Johannesma and W. Vervaat).
- Cross-Validation for Parameter Selection in Inverse Estimation Problems, by A.K. Dey
(1994).
- Statistical Inverse Estimation of Irregular Input Signals, by K. Chandrawansa (1997).
- Estimating Linear Functionals of Indirectly Observed Input Functions, by E.-J. Lee
(2004).
- Aligned Rank Tests for Repeated Observation Models with Orthonormal Design, by
B.O. Omolo (2004).
- Improving Regression Function Estimators, by A. Khoujmane (2005).
- Canonical Correlations for Functional Data, by J.R. Cupidon (2007).
- Fréchet-Differentiation of Functions of Operators with Applications to Functional Data
Analysis, by X.-Y. Ji (2008).
- Some Statistical Methods for Directly and Indirectly Observed Functional Data, by J.
Pang (2008).
- Functional regression with stationary predictors, by J.
Wang.
- Testing the equality of covariance operators, by K. Kaphle.
- Random perturbation of a self-adjoint operator with a multiple eigenvalue, by G. Gaines.
- Inverse statistical problems with heavily tailed errors, by M. Shubov (Univ. New Hampshire, co-chair).
LONGER VISITS
- University of Oregon, Eugene, Oregon, USA; January-May 1975.
- Katholieke Universteit Leuven, BELGIE; January-May 1977 (one day a week).
- Université de Rouen, FRANCE; January 1980.
- Indian Statistical Institute, Calcutta, INDIA; January 1985.
- University of North Carolina, Chapel Hill, N.C., USA; September-December 1987.
- Texas A&M University, College Station, TX, USA; January-May 1988.
- Texas Tech University, Lubbock, TX, USA; September 1990-May 1991.
- Institut Henri Poincaré, Paris, FRANCE; June 2001.
INVITED LECTURES
- Asymptotic normality of nonparametric tests for independence; Oberwolfach, WEST
GERMANY, 1972.
- Contributions to the statistics seminar, Eugene, Oregon, USA, 1975.
- Robuustheid en kansen op grote afwijkingen van empirische verdelingsfuncties;
Antwerp, BELGIUM, 1976.
- Some aspects of large deviation probabilities and curved exponential families;
Oberwolfach, WEST GERMANY, 1974.
- Asymptotic theory of a class of midrank statistics in the non-i.i.d. case; Hamburg,
WEST GERMANY, 1979.
- A unified approach to the asymptotic distribution theory of certain midrank statistics;
Journeés de Statistiques, Rouen, FRANCE, 1979.
- An application of linearization in multivariate analysis; Oberwolfach, WEST
GERMANY, 1979.
- The asymptotic behavior of likelihood ratio tests under fixed alternatives in a curved
bivariate normal family; Rouen, FRANCE, 1980.
- Idem; Paris (Orsay), FRANCE, 1980.
- Sur les combinaisons linéaires de statistiques d’order, Paris, FRANCE, 1980.
- Idem; Lille, FRANCE, 1980.
- Une application de linéarisation dans la statistique nonparamétrique multivariée,
Paris, FRANCE, 1980.
- Idem; Rouen, FRANCE, 1980.
- Idem; Lyon, FRANCE, 1980.
- A robust principal component analysis; Vienna, AUSTRIA, 1980.
- Sur la loi simultanée faible des pairs d’obervables; Paris, FRANCE, 1981.
- L’estimation robuste du component principale; Paris, FRANCE, 1981.
- Over paren waarneembare grootheden; Brussels, BELGIUM, 1981.
- Growth properties of multivariate processes; Siegen, WEST GERMANY, 1982.
- Quelques propriétés de croissance des processus empiriques multivariés; Paris,
FRANCE, 1982.
- Sur l’estimation d’un paramétre de mélange; Paris, FRANCE, 1982.
- Sur l’espérance du module de continuité des processus empiriques multivariés. Paris,
FRANCE, 1983.
- Non-optimalité de tests localement optimaux; Paris, FRANCE, 1983.
- Some remarks on multivariate empirical processes, Seattle, USA, 1983.
- Some remarks on empirical distribution functions; Oberwolfach, WEST GERMANY,
1984.
- Multivariate empirical processes; Calcutta, INDIA, 1985.
- Compound empirical processes; Calcutta, INDIA, 1985.
- Empirical processes and applications; Prague, CZECHOSLOVAKIA, 1985.
- Processus empiriques multidemensionmels: un aperçu de quelques résultats récents;
Journées de Statistiques, Lille, FRANCE, 1986.
- Empirical processes with applications in generalized L-statistics; Baltimore, MD, USA,
1987.
- The Cramér-Rao inequality for statistics with values in certain manifolds; Newark,
DE, USA, 1987.
- Empirical processes with applications in time series; Chapel Hill, NC, USA, 1987.
- Empirical processes with applications in hazard rate estimation under random
censoring; Pittsburgh, PA, USA, 1987.
- Statistics in Euclidean manifolds; Lubbock, TX, USA, 1988.
- Some properties of empirical processes with statistical applications; Lubbock, TX,
USA, 1988.
- Some applications of projection pursuit; Lubbock, TX, USA, 1988.
- Some applications of projection pursuit; College Station, TX, USA, 1988.
- Lectures on nonparametric statistics and robustness; Banach Center, Warsaw,
POLAND, 1989.
- Processus empiriques basés sur des U-statiques multivariés; Rencontre Franco-Belge
de Statisticiens, Brussels, BELGIUM 1989.
- Regularized deconvolution on the circle and the sphere, NATO-ASI Conference,
Spetses, GREECE, 1990.
- Idem; Lubbock, TX, USA, 1990.
- Idem; College Station, TX, USA, 1991.
- Nonparametric time series analysis; Bloomington, IN, USA, 1991.
- Ill-posed problems in statistics; Bloomington, IN, USA, 1991.
- Inverse estimation problems; Berkeley, CA, USA, 1991.
- Statistics in manifolds; Bloomington, IN, USA, 1992.
- Conditional empirical processes and applications in time series; Gainesville, FL, USA,
1993.
- Asymptotic minimax rates for abstract linear estimators; Dallas, TX, USA, 1993.
- Conditional empirical processes for time series; Dallas, TX, USA, 1993.
- Abstract linear estimation with applications; Bloomington, IN, USA, 1994.
- Ill-posed estimation via regularization of the inverse operator; 21st European Meeting
of Statisticians, Aarhus, DENMARK, 1995.
- On the Wiener-Hopf problem; Amsterdam, THE NETHERLANDS, 1996.
- Inverse estimation; Leiden, THE NETHERLANDS, 1996.
- An example of deconvolution; Leiden, THE NETHERLANDS, 1996.
- Some applications of Watson’s perturbation approach to random matrices; Amsterdam,
THE NETHERLANDS, 1996.
- The limiting density of unit root statistics when the mean is unknown; Eindhoven,
THE NETHERLANDS 1997.
- Some solved and some open problems in indirect curve estimation; Canberra,
AUSTRALIA, 1997.
- Some remarks on inverse estimation; Sydney, AUSTRALIA, 1997.
- Controlling the Gibbs phenomenon in noisy deconvolution of irregular multivariable
input signals; minisymposium “Statistical Methods in Inverse Problems and
Tomography”, 45th SIAM Meeting, Stanford, USA, 1997.
- A curious deconvolution problem; Bochum, GERMANY, 1998.
- Checking nonparametric models; Nijmegen, THE NETHERLANDS, 1998.
- Some results and some open problems regarding inverse statistical inference;
Oberwolfach, GERMANY, 1999.
- On regular and irregular inverse problems in statistics; Paris, FRANCE, 1999.
- Idem; Eindhoven, THE NETHERLANDS, 1999.
- Some results for locally dependent processes; GAMM 2000 meeting, Göttingen,
GERMANY, 2000.
- A new method to solve noisy Abel equations; Statistical Society of Canada, Ottawa,
CANADA, 2000.
- Specified methods for noisy integral equations; Second MaPhySto Workshop on inverse
problems, Halborg, DENMARK, 2001.
- A new method of solving noisy Abel type equations; Workshop on inverse problems,
Eurandom, Eindhoven, THE NETHERLANDS, 2001.
- On efficiceny of estimates in inverse problems; Statistics of inverse problems, Institut
Henri Poincaré, Paris, FRANCE, 2001.
- A new method of solving noisy Abel type equations; Ruhr-Universität Bochum,
GERMANY, 2001.
- Deconvolution on locally compact Abelian groups; IMS Annual Meeting, Banff,
CANADA, 2002.
- Sample quantiles for locally dependent processes; Fourth Internat. Conf. on Statist.
Data Analysis Based on the L1-norm and Rel. Meth., Neuchâtel, SWITZERLAND,
2002.
- A short course on inverse statistical inference; Göttingen Univ., GERMANY, 2002.
- Improving regression function estimators in indirect models; workshop “Regularization
in Statistics,” BIRS, Banff, CANADA, 2003.
- Can you see the weight of a cable? Univ. of West Virginia, Morgantown, USA, 2004.
- Inversion of noisy Laplace transforms with an application to the insurance ruin
problem; meeting on Operator Methods in Microeconometrics, Time Series and
Finance, Montreal, CANADA, 2004.
- Fréchet differentiation of functions of operators with application in functional data
analysis; workshop on Statistical Inverse Problems, Goettingen, GERMANY, 2006.
- Samples of functional data and image analysis; conference on nonparametric statistics
“Current and Future Trends in Nonparametrics”, Univ. of South Carolina, Columbia,
USA, 2007.
- Statistical applications of Fréchet-derivatives of functions of operators; Florida State
Univ., Tallahassee, USA, 2007.
- Fréchet-differentiation of functions of operators with applications to functional
regression; Cowles Conference on Operator Methods and Inverse Problems in
Econometrics, Yale University, New Haven, USA, 2008.
- Operator theory applied to statistics; University of New Hampshire, Durham, USA,
2008.
- Deconvolution and the ruin problem for unknown claims distributions; Florida State
University, Tallahassee, Florida, USA, 2009.
OTHER LECTURES
- On Watson’s perturbation appraoch to random matrices; College Station, TX, USA,
1995.
- Noisy Wiener-Hopf equations; JSM Chicago, IL, USA, 1996.