Andrzej S. Kozek

Mathematics · Physical Sciences

8h-index179citations41works0.02yr avg
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Research Topics

Advanced Statistical Methods and Models(9), Statistical Methods and Inference(7), Stochastic processes and financial applications(5), Financial Risk and Volatility Modeling(5), Probabilistic and Robust Engineering Design(5)

Publications41 total

Recenzja: R. J. Serfling; Approximation Theorems of Mathema tical Statistics
Roczniki Polskiego Towarzystwa Matematycznego. Seria 3, Matematyka Stosowana/Matematyka Stosowana/Mathematica Applicanda·2016
Robust and efficient estimation of the shape parameter of alpha-stable distributions
South African Statistical Journal·2015Open Access
Does sequential augmenting of simple linear heteroscedastic regression reduce variances of ordinary least-squares estimators?
Statistics·2013
Does sequential augmenting of the simple linear heteroscedastic regression reduce variances of the Ordinary Least Squares?
arXiv (Cornell University)·2013Open Access
Models for option pricing based on empirical characteristic function of returns
Banach Center Publications·2010· 1 citedOpen Access
Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing
Statistics & Probability Letters·2009· 2 cited
How to Combine M-estimators to Estimate Quantiles and a Score Function
2005· 3 cited
On M-estimators and normal quantiles
The Annals of Statistics·2003· 7 citedOpen Access
On Gauss quadrature and partial cross validation
Computational Statistics & Data Analysis·2003· 1 cited
Modelling weather data by approximate regression quantiles.
ANZIAM Journal·2003· 7 citedOpen Access
Solution of a roulette-type ruin problem—a correction to: a rule of thumb (not only) for gamblers
Stochastic Processes and their Applications·2002· 1 cited
Distribution-free consistency of kernel non-parametric M-estimators
Statistics & Probability Letters·2002· 4 cited
Masthead
Statistics & Risk Modeling·2000Open Access
Theory and Methods: On Minimum Distance Estimation Using Kolmogorov‐Lévy Type Metrics
Australian & New Zealand Journal of Statistics·1998· 6 cited
On a Universal Strong Law of Large Numbers for Conditional Expectations
Bernoulli·1998· 12 cited
A rule of thumb (not only) for gamblers
Stochastic Processes and their Applications·1995· 9 cited
Optimal Quantile Principle for Selecting Variable Bandwidth in Regression Estimators
1992
On 'Fit the Short Curve' Principle for Smoothing Nonparametric Estimators,
1992· 1 cited
A nonparametric test of fit of a parametric model
Journal of Multivariate Analysis·1991· 19 cited
Masthead
Statistics & Risk Modeling·1991Open Access
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Frequent Co-authors

Wolfgang Wertz(5), Edward J. Dudewicz(5), D. Plachky(5), West Lafayette(5), L Haff(5), V Mammitzsch(5), Strasser(5), A Antille(5), Lehn(5), Michel(5), Karlsruhe(5), P Sen(4), Veronika Baumann(4), Csörgö(4), Ottawa(4), Jayanta Kumar Ghosh(4), La Jolla(4), Alain Breton(4), Yosef Rinott(4), Sendler(4)