Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in honor of Professor Jana Jurečková
Editor: J. Antoch
Editor: M. Hušková
Editor: P.K. Sen
Collections, Volume 7
Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2010.
In the broader domain of Statistics and Probability theory, Jana Jurečková is a distinguished researcher, especially in Europe and among the women researchers. Her fundamental research contributions stemmed from the inspiring ideas of her advisor Jaroslav Hájek and covered the evolving areas of nonparametrics, general asymptotic theory, robust statistics, as well as, applications in sampling theory, econometrics and environmetrics.
She has a longstanding and exemplary leadership to the academics; the Czech (oslovakian) school of statistics has indeed benefited from her professional acumen.
Jana has an illuminating career in the Department of Probability and Mathematical Statistics at the Faculty of Mathematics and Physics, Charles University in Prague, for over forty years.
It was thought that at the juncture of her career, Jana should be honored and recognized for her standing in her professional field.
The idea of floating this Festschrift was essentially due to the three editors of this volume and, in addition, the spontaneous response from her colleagues far beyond the boundaries of her native country has been truly inspiring. Jana has a long list of collaborators and former advisees too. Because of time and space constraints, not all of them were invited to contribute to this Festschrift, and a chosen handful of contributors with professional standing have spanned the broad area of Jana’s research interest.
Besides an article of appreciation of Jana’s life and work by the three editors, there are twenty-four articles with a list of co-authors over 40. All these articles have gone through the usual peer-reviewing in strict adherence to the high standards of the IMS Lecture Notes and Collection Series. To all the reviewers we have deep gratitude for their most timely job. To the contributors we are truly grateful for their willingness to contribute in a relatively short time and to many of them for refereeing some other submitted articles. We could not have reached this stage of the Festschrift without their support and interest.
Last but not the least, our profound thanks are due to the Department of Probability and Mathematical Statistics, at the Faculty of Mathematics and Physics at Charles University in Prague for their enthusiastic support in all respects.
We would like to thank Blanka Anfilová for all administrative assistance and Iva Marešová for meticulous job with the electronic preparation of the manuscript during the reviewing stage as well as the final phase.
We are indeed very grateful to the IMS Editorial Office for their constant assistance from the initiation of this project to its very completion. Initial contact with Professor Anirban Dasgupta (editor of the IMS Collection Series at that time) facilitated the negotiation. In particular, IMS Executive Director Elyse Gustafson deserves our most sincere appreciation for their untiring efforts to have this volume released on time and the same applies to Production Manager Ms Geri Mattson for carrying out publications related tasks expeditiously and efficiently.
We conclude this note with a toast to Jana Jurečková for her consent to this project and occasional help too.
Copyright © 2010, Institute of Mathematical Statistics.
Life and Work of Jana Jurečková: An Appreciation
Jaromír Antoch, Marie Hušková, and Pranab K. Sen; 1-11
Nonparametric comparison of ROC curves: Testing equivalence
Jaromír Antoch, Luboš Prchal, and Pascal Sarda; 12-24
The unbearable transparency of Stein estimation
Rudolf Beran; 25-34
On the estimation of cross-information quantities in rank-based inference
Delphine Cassart, Marc Hallin, and Davy Paindaveine; 35-45
Estimation of irregular probability densities
Lieven Desmet, Irène Gijbels, and Alexandre Lambert; 46-61
Measuring directional dependency
Yadolah Dodge, and Iraj Yadegari; 62-69
On a paradoxical property of the Kolmogorov–Smirnov two-sample test
Alexander Y. Gordon, and Lev B. Klebanov; 70-74
MCD-RoSIS – A robust procedure for variable selection
Charlotte Guddat, Ursula Gather, and Sonja Kuhnt; 75-83
A note on reference limits
Jing-Ye Huang, Lin-An Chen, and A. H. Welsh; 84-94
Simple sequential procedures for change in distribution
Marie Hušková, and Ondřej Chochola; 95-104
A class of multivariate distributions related to distributions with a Gaussian component
Abram M. Kagan, and Lev B. Klebanov; 105-112
On the asymptotic distribution of the analytic center estimator
Keith Knight; 123-133
Rank tests for heterogeneous treatment effects with covariates
Roger Koenker; 134-142
A class of minimum distance estimators in AR(p) models with infinite error variance
Hira L. Koul, and Xiaoyu Li; 143-152
Integral functionals of the density
David M. Mason, Elizbar Nadaraya, and Grigol Sokhadze; 153-168
Qualitative robustness and weak continuity: the extreme unction?
Ivan Mizera; 169-181
Asymptotic theory of the spatial median
Jyrki Möttönen, Klaus Nordhausen, and Hannu Oja; 182-193
Second-order asymptotic representation of M-estimators in a linear model
Marek Omelka; 194-203
Extremes of two-step regression quantiles
Jan Picek, and Jan Dienstbier; 204-214
Is ignorance bliss: Fixed vs. random censoring
Stephen Portnoy; 215-223
The Theil–Sen estimator in a measurement error perspective
Pranab K. Sen, and A. K. Md. Ehsanes Saleh; 224-234
The Lasso with within group structure
Sara van de Geer; 235-244
Nonparametric estimation of residual quantiles in a conditional Koziol–Green model with dependent censoring
Noël Veraverbeke; 245-253