Dr. Edit Gombay
Dr. Edit Gombay
Dept. of Mathematical & Statistical Sciences
University of Alberta
Ph.D., University of Calgary (1986)
M.Sc., University of Szeged, Hungary (1979)
Office: CAB 425
Hours: TBA
Phone: (780) 492-2337
Fax: (780) 492-6826
Email: egombay-at-ualberta.ca

1. "On Goodness-of-fit and the Bootstrap" (joint with M.D. Burke), Statistics and Probability Letters 6, 1988, 287-293.

2. "A Test of Independence for the Coordinates of Bivariate Censored Data", Journal of Multivariate Analysis 25, No.2, 1988, 223-240.

3. "Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean" (joint with L. Horváth), Biometrika 77, No.2, 1989, 411-414.

4. "Bootstrapped Parameter Estimated Quantile Processes, L-estimation Case" (joint with M.D. Burke), Proceedings of the Third Hungarian Conference on Limit Theorems in Probability and Statistics, 1990, 69-81.

5. "Central Limit Theorems for Lp-distances of Kernel Estimators of Densities under Random Censorship" (joint with M. Csörgő and L. Horváth), Annals of Statistics, 1991, 1813-1931.

6. "A Test of Fit for Cox's Regression Model" (joint with M.D. Burke), Probability and Mathematical Statistics, 1992, 127-137.

7. "The Bootstrapped Maximum Likelihood Estimator with an Application" (joint with M.D. Burke), Statistics and Probability Letters, 1992, 421-427.

8. "A Goodness-of-fit Test for Exponential Families" (joint with L. Horváth), Statistics and Probability Letters, 1992, 235-239.

9. "Limit Theorems for Change in Linear Regression" (joint with L. Horváth), Journal of Multivariate Analysis 48, 1994, 43-69.

10. "An Application of the Maximum Likelihood Test to the Changepoint Problem" (joint with L. Horváth), Stochastic Processes and Their Applications 50, 1994, 161-171.

11. "Testing for Change-points with Rank and Sign Statistics", Statistics and Probability Letters 2, 1994, 49-55.

12. "A Limit Theorem for Rank Tests of the Change-point Problem", Proceedings of the Twelfth Prague Conference 1994, 81-83, Academy of Sciences of the Czech Republic & Charles University, Prague.

13. "Nonparametric Truncated Sequential Change-point Detection", Statistics & Decisions 13, 71-82(1995)

14. "Approximations for the Time of Change and the Power Function in Change-point Models" (joint with L. Horváth) Journal of Statistical Planning and Inference 52, 1996,43-66.

15. "An Application of U-statistics to Change-point Analysis" (joint with L. Horváth), Acta Scientiarum Mathematicarum 60, 1995, 345-357.

16. "Estimators and Test for Change in the Variances” (joint with M. Hušková and L. Horváth), Statistics and Decisions 52, 1996, 43-66.

17. "On the Rate of Approximations for Maximum Likelihood Tests in Change-point Models" (joint with L. Horváth) , Journal of Multivariate Analysis 56, 1996, 120-152.

18. "The Weighted Sequential Likelihood Ratio", Canadian Journal of Statistics 24, 1996, 229-239.

19. "Likelihood Ratio under Non-Contiguous Alternatives", Canadian Journal of Statistics 25, 1997, 417-423.

20. "An Application of the Likelihood Method to Change-point Detection", (joint with L. Horváth) Environmetrics 8, 1997, 459-467.

21. "Rank Based Estimators of the Change-point" (joint with M. Hušková) Journal of Statistical Planning and Inference 67, 1997, 137-154.

22. "Parameter Estimated Standardized U-statistics",(joint with L. Horváth) Proceedings of the International Conference on Asymptotic Methods in Probability and Statistics, Ottawa, 8-13 July, 1997, 563-576.

23. "Sign Tests for Change under Alternatives" (joint with X. Jin) Journal of Nonparametric Statistics, 10, 389-404,1999.

24. "Change-points and Bootstrap" (joint with L. Horváth), Environmetrics 10, 725-736,1999.

25. "A Nonparametric Test for Change in Randomly Censored Data" (joint with S. Liu), Canadian Journal of Statistics 28 113 - 121, 2000.

26. "Sequential Change Detection with Likelihood Ratios", Statistics and Probability Letters 49, 195 – 204, 2000.

27. "U-Statistics for sequential change-Detection", Metrika 54, 133-145, 2000.

28. "Comparison of U-statistics in the Change-point Problem and in Sequential Change Detection", Periodica Mathematica Hungarica 41, 157-166, 2000.

29. "U-Statistics for Change under Alternatives", Journal of Multivariate Analysis 78, 2001 139-158.

30. "Sequential Tests of Composite Hypotheses", Limit Theorems in Probability and Statistics II, (Proceedings of the Fourth Hungarian Colloquium on Limit Theorems in Probability and Statistics, Balatonlelle, Hungary, June 28 - July 2, 1999), (I. Berkes, E. Csáki, M. Csörgő eds.) Bolyai János Matematikai Társulat, Budapest, 2002, 107-125.

31. "Rates of Convergence for U-statistics Processes and Their Bootstrapped Versions" (joint with L. Horváth) Journal of Statistical Planning and Inference, 102, 2002 247-272.

32. "Parametric sequential tests in the presence of nuisance parameters", Theory Stoch. Processes, 8(24), 2002, No. 1-2, 106-118.

33. "Sequential change-point detection and estimation", Sequential Analysis 22, 2003, 203-222.

34. "Sequential Tests for the Nested Random Effects Model", (joint with E. Atenafu), Asymptotic Methods in Stochastics: A Volume in Honor of Miklós Csörgő, Fields Institute Commumications 44, 2004, 301-314.

35. "U-statistics in sequential tests and change detection", Sequential Analysis, 23, 2004. 254-274.

36. "Sequential Change-Point Detection in GARCH(p,q) Models" , (joint with I. Berkes, L. Horváth, and P. Kokoszka), Econometric Theory, 20, 2004, 1140-1167.

37. "An Adaptation of Page’s CUSUM test for Change Detection", (joint with D. Serban), Periodica Mathematica Hungarica 50, 135-147.

38. "Sequential comparison of two populations by parametric tests", (joint with A. Hussein), Canadian Journal of Statistics, 2006, 34, (2) 217-232.

39. Invited discussion on "Detection of Intrusion in Information Systems by Sequential Change-Point Methods" by Tatakowsky, Rozovski, Blažek, and Kim. , Statistical Methodology 3, 2006, 294-295.

40. "Nonparametric sequential comparison of two populations using U-statistics", (joint with G. Heo and A. Hussein) Sequential Analysis 26, 2007 71-87.

41. "Sequential Comparison of d populations and Related Tables", (joint with Daniel Serban) to appear in Communications in Statistics – Simulaton and Computation, 2007 36, 55-72.

42. "Change Detection in Autoregressive Time Series", Journal of Multivariate Analysis, 99, 451-464, 2008.

43. Invited discussion on "Second Guessing Clinical Trial Designs" by J.J Shuster and M.N. Chang, Sequential Analysis 27, 2008, 30-32.

44. "Weighted Longrank Statistics in Sequential Tests", Sequential Analysis 27 2008, 97-104.

45. Invited discussion on "A Hybrid Selection and Testing Procedure with Curtailment for Comparative Clinical Trials" by Buzaianu and Chen, Sequential Analysis28, 2009 30-33.

46. "Monitoring Parameter Change in AR(p) Time Series Models", (joint with Daniel Serban) ", Journal of Multivariate Analysis 100, 2009 715-725.

47. "Testing for changes in the covariance structure of linear processes", (joint with I. Berkes, L. Horváth) ", Journal of Statistical Planning and Inference,139, 2009 2044-2063.

48. "Sequential tests and change detection in the covariance structure of weakly stationary time series", (joint with L. Horváth) ", invited contribution to S. Zacks Festschrift of Communications in Statistics - Theory & Methods, 2009.

49. "Change Detection in Linear Regression with Time Series Errors", The Canadian Journal of Statistics,.

50. "Sequential Monitoring for Time Series", Proceedings of the Second International Workshop in Sequential Methodologies, IWSM2009,, 2009, electronic publication.

51. "Change Detection in Linear Regression with Time Series Errors", Periodica Mathematics Hungarica,, 2010.

52. "Sequential Monitoring for Longitudinal Data", (joint with P. Bogowicz, G. Heo), Statistics in Medicine,, 2010.

53. "Monitoring binary outcomes using RACHARTS: A comparative study", (joint with A. Hussein, S. Steiner), Statistics in Medicine,, 2011.