Andrzej Kozek - Publications
- How to combine M-estimators to estimate quantiles and a score function. Sankhya 2005, 67 2 pp. 277-294. http://sankhya.isical.ac.in/search/67_2/2005012.pdf
- On M-estimators and normal quantiles, Annals of Statistics 31, 4 (2003) pp. 1170 - 1185. [ Click here to get the manuscript of the paper with details of the proofs (PS file)]
- On Gauss quadratures and on Partial Cross Validation, with Jiying Yin, Computational Statistics and Data Analysis, 45 (2003) pp. 431-448, available at http://www.sciencedirect.com/
- Distribution free consistency of kernel nonparametric M-estimators, with Mirek Pawlak, Statistics & Probability Letters, 58 (2002) pp. 343 - 353.
- Solution of a roulette type ruin problem - a correction to 'A Rule of Thumb (not) only for Gamblers' , Stochastic Processes and Their Applications. 100 (2002) pp. 301 - 311.
- Strong Law of Large Numbers for Conditional Expectations, with Julian Leslie and Eugene F. Schuster Bernoulli vol. 4, 2 (1998) pp. 143-165.
- Minimum distance estimation, Australian & New Zealand Journal of Statistics vol. 40, 3. (1998) pp. 317-333.
- Partial Cross Validation Interface vol. 26 (1994) pp. 187-191.
- NoLoEs - locally parametric regression estimation Interface vol. 24 (1992) pp. 389-393.
- A Rule of Thumb (not) only for Gamblers, Stoch. Proc. & Appl. vol. 55 (1995) pp. 169-181.
- Estimation with convex loss functions
- Orlicz spaces
