Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

PL EN


2013 | 60 | 1 | 109-120

Article title

Wkład Polaków w rozwój statystyki matematycznej i stosowanej po drugiej wojnie światowej

Authors

Content

Title variants

EN
The Contribution of Poles to the Development of Mathematical and Applied Statistics after the Second World War

Languages of publication

PL

Abstracts

Keywords

Year

Volume

60

Issue

1

Pages

109-120

Physical description

Contributors

  • Instytut Podstaw Informatyki PAN, Ul. Jana Kazimierza 5, 01-248 Warszawa
  • Politechnika Warszawska, Pl. Politechniki 1, 00-661 Warszawa

References

  • Baksalary J., Kala R., (1981), Linear Transformations Preserving Best Linear Unbiased Estimators in a General Gauss-Markoff Model, Ann. Statist., 9, 913–916.
  • Bartoszewicz J., (1998), Characterizations of the Dispersive Order of Distributions by the Laplace Transform, Stat. Probab. Letters, 40, 23–29.
  • Bartoszyński R., (1972), Model of Circulation and Exchange of Banknotes, Appl. Math., 13, 139–151.
  • Bartoszyński R., (1974), On a Metric Structure Derived from Subjective Judgments: Scaling under Perfect and Imperfect Discrimination, Econometrica, 42, 55–71.
  • Bartoszyński R., McBride C., Brown B., Thompson J., (1981), Some Nonparametric Techniques for Estimating the Intensity Function of a Cancer Related Nonstationary Poisson Process, Ann. Statist., 9, 150–160.
  • Bartoszyński R., Pleszczyńska E., (1980), Reducability of Statistical Structures and Decision Problems, Banach Center Publications, 6, 29–36.
  • Bednarski T., (1982), Binary Experiments, Minimax Tests and 2-Alternating Capacities, Ann. Statist., 10, 226–232.
  • Bednarski T., (1993), Robust Estimation in the Cox Regression Model, Scandinavian Journal of Statistics, 20, 213–225.
  • Bednarski T., (2004), Robust Estimation in the Generalized Poisson Model, Statistics, 38, 149–159.
  • Bednarski T., Zontek S., (1996), Robust Estimation of Parameters in Mixed Unbalanced Models, Ann. Statist., 24, 1493–1510.
  • Bogdan M., Chakraborti A., Frommlet F., Ghosh J., (2012), Asymptotic Bayes Optimality under Sparsity of Some Multiple Testing Procedures, Ann. Statist., 39, 1551–1579.
  • Bogdan M., Ghosh J., Doerge R., (2004), Modifying the Schwarz Bayesian Information Criterion to Locate Multiple Interacting Quantitative Trait Loci, Genetics, 167, 989 999.
  • Brown L., Gajek L., (1990), Information Inequalities for the Bayes Risk, Ann. Statist., 18, 1578–1594.
  • Caliński T., (2012), Rozwój i osiągnięcia w biometrii polskiej, Przegląd Statystyczny, Numer specjalny 1, 47-52.
  • Caliński T., Harabasz J., (1974), Dendrite Method for Cluster Analysis, Comm. Statist. Sim. Comp., 3, 1–27.
  • Csörgő S., Mielniczuk J., (1995a), Density Estimation under Long-Range Dependence, Ann. Statist., 23, 990–999.
  • Csörgő S., Mielniczuk J., (1995b), Nonparametric Regression under Long-Range Dependence, Ann. Statist., 23, 1000–1014.
  • Dalenius T., Hájek J., Zubrzycki S., (1961), On Plane Sampling and Related Geometrical Problems, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, I, 125–150.
  • Dramiński M., Rada-Iglesias A., Enroth S., Wadelius C., Komorowski J., Koronacki J., (2008), Monte-Carlo Feature Selection for Supervised Classification., Bioinformatics, 24, 110 117.
  • Ducharme G., Ledwina T., (2003), Efficient and Adaptive Nonparametric Tests for Two-Sample Problem, Ann. Statist., 31, 2036–2058.
  • Farrell R., Klonecki W., Zontek S., (1984), All Admissible Linear Estimators of the Vector of Gamma Scale Parameters with Application to Random Effects Models, Ann. Statist., 12, 261-281.
  • Fisz M., (1954), Rachunek Prawdopodobieństwa i Statystyka Matematyczna, PWN, Warszawa.
  • Gajek L., (1986a), Estimating a Density and its Derivatives via the Minimum Distance Method, Probability Theory and Related Fields, 80, 601–617.
  • Gajek L., (1986b), On Improving Density Estimators which Are Not Bona Fide Densities, Ann. Statist., 14, 1612–1618.
  • Gajek L., Rychlik T., (1998), Projection Method for Moment Bounds on Order Statistics from
  • Restricted Families. II. Independent Case, J. Multivar. Anal., 31, 156–182.
  • Gnot S., (1983), Bayes Estimation in Linear Models: Coordinate Free Approach, J. Mult. Anal., 13, 40–51.
  • Gnot S., Kleffe J., Zmyślony R., (1985), Nonnegativity of Admissible Invariant Estimates in Linear Models with Two Variance Components, J. Statist. Plann. Inference, 12, 249–258.
  • Gnot S., Ledwina T., (1980), Testing for Hardy-Weinberg Equilibrium, Biometrics, 36, 161–175.
  • Greblicki W., Krzyzak M., Pawlak M., (1984), Distribution-Free Pointwise Consistency of Kernel Regression Estimate, Ann. Statist., 12, 1570–1575.
  • Inglot T., Ledwina T., (1996), Asymptotic Optimality of Data Driven Neyman’s Tests for Uniformity, Ann. Statist., 24, 1982–2019.
  • Kallenberg W., Ledwina T., (1997), Data Driven Smooth Tests when the Hypothesis is Composite, J. Amer. Statist. Assoc., 92, 1094–1104.
  • Klonecki W., (1977), Optimal C(α) Tests for Homogeneity, Proceedings of the Symposium to Honour J. Neyman, 161–175.
  • Klonecki W., (1995), Jerzy Neyman (1894-1981), Probabillity and Mathematical Statistics, 15, 7–14.
  • Klonecki W, Zonn W., (1973), Jerzy Spława-Neyman, Wiadomości Matematyczne, XVI, 53–70.
  • Koronacki J., Wertz W., (1988), A Global Stopping Rule for Recursive Density Estimators, J. Statist. Plann. Inference, 20, 23–39.
  • Koronacki S., Lasota K., Niemiro W., (2005), Positron Emission Tomography by Markov Chain Monte Carlo with Auxiliary Variables, Pattern Recognition, 38, 241–250.
  • Kowalczyk T., Kowalski A., Matuszewski A, Pleszczynska E., (1979), Screening and Monotonic Dependence Functions in the Multivariate Case, Ann. Statist., 7, 607–614.
  • Kowalczyk T., Pleszczynska E., (1977), Monotonic Dependence Functions of Bivariate Distributions, Ann. Statist., 5, 1221–1227.
  • Kozek A., (1982a), Efficiency and Cramér-Rao Bounds for Convex Loss Functions, J. Mult. Analysis, 12, 89–106.
  • Kozek A., (1982b), Towards Calculus of Admissibility, Ann. Statist., 10, 825–837.
  • Krzyśko M., (1983), Asymptotic Distribution of the Discriminant Function, Stat. Prob. Letters, 1, 243–250.
  • Krzyśko M., Wołyński W., (2009), New Variants of Pairwise Classification, European J. Operational Research, 199, 512–519.
  • Łatuszyński K., Niemiro W., (2011), Rigorous Confidence Bounds for MCMC under a Geometric Drift Condition, J. Complexity, 27, 23–38.
  • Ledwina T., (1994), Data Driven Version of the Neyman Smooth Test of Fit, J. Amer. Statist. Assoc., 89, 1000–1005.
  • Ledwina T., (2012), Jerzy Neyman (1894-1981), Statistics in Transition - New Series, 13, 169–178.
  • Ledwina T., Wyłupek G., (2012), Two-Sample Test Against One-Sided Alternatives, Scand. J. Statist., 39, 758–781.
  • Lenart Ł., Leskow J, Synowiecki R., (2008), Subsampling in Estimation of Autocovariance of PC Time Series, J. Time Series Analysis, 29, 995–1018.
  • Łukaszewicz J., (1967), Julian Perkal (1913-1965), Wiadomości Matematyczne, X, 29¬ 36.
  • Łukaszewicz J., Sadowski S., (1960), On Comparing Several Populations with a Control Population, Zastosow. Mat., 5, 309–320.
  • Magiera R., (1987), Admissible Sequential Polynomial Estimators for Stochastic Processes, Sequential Analysis, X, 147–167.
  • Mielniczuk J. Zhou Z., Wu W., (2010), On Nonparametric Prediction of Linear Processes, J. Time Series Analysis, 30, 652–673.
  • Mielniczuk J., (1986), Some Asymptotic Properties of Kernel Estimators of a Density Function in Case of Censored Data, Ann. Statist., 14, 1136–1139.
  • Musiela M., (1981), On Sequential Estimation of Parameters of Continuous Gaussian Markov Processes, Probability and Mathematical Statistics, 2, 37–53.
  • Niemiro W., Pokarowski P., (2009), Fixed Precision MCM Estimation by Median of Products of Averages, J. Appl. Probab., 46, 309–329.
  • Pokarowski P., Kloczkowski A., Jernigan R., Kothari N., Pokarowska M., Koliński A., (2005), Inferring Ideal Amino Acids Interaction Forms from Statistical Protein Contact Potentials, PROTEINS: Structure, Function and Bioinformics, 59, 49–57.
  • Rychlik T., (1994), Distributions and Expectations of Order Statistics from Possibly Dependent Samples, J. Mult. Anal., 48, 31–42.
  • Rychlik T., (2001), Projecting Statistical Functionals, Lecture Notes in Statistics 160, Springer, New York.
  • Różański R., Zagdański A., (2006), Estimation of the Drift Function for Ito Processes and Some Class of Semimartingales via Histogram Sieve, Appl. Math., 33, 21–40.
  • Steinhaus H., (1957), The Problem of Estimation, Ann. Math. Statist., 28, 633–648.
  • Stępniak C., Wong S., Wu J., (1984), Comparison of Linear Experiments with Known Covariances, Ann. Statist., 12, 358–365.
  • Szkutnik Z., (1988), Most Powerful Invariant Tests for Binormality, Ann. Statist., 16, 292–301.
  • Szkutnik Z., (2000), Unfolding Intensity Function of a Poisson Process in Models with Approximately Specified Folding Operator, Metrika, 52, 11–26.
  • Szkutnik Z., (2003), Doubly Smoothed EM Algorithm for Statistical Inverse Problems, J. Amer. Statist. Assoc., 98, 178–192.
  • Trybuła S., (1958), Some Problems of Simultanous Minimax Estimation, Ann. of Math. Statist., 29, 245–253.
  • Zielinski R., (1983), Robust Statistical Procedures: A General Approach, Lecture Notes in Statistics, 28, 285–295.
  • Zmyślony R., (1980), A Characterization of Best Linear Unbiased Estimators in the General
  • Linear Model, Lecture Notes in Statistics, 2, 365–378.
  • Zubrzycki S., (1957), O szacowaniu parametrów złóż geologicznych, Zastosowania Matematyki, 3, 105–153.
  • Zubrzycki S., (1966), Wykłady z Rachunku Prawdopodobieństwa i Statystyki Matematycznej, PWN, Warszawa.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.desklight-c8b156c4-3178-437e-b35f-fbacc6e99bee
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.