Speciality:
01.01.05 (Probability theory and mathematical statistics)
E-mail: Keywords: Order statistics,
L-statistics,
linear combinations of order statistics,
asymptotic normality,
Berry–Esseen type bounds,
rate of convergence to the normal law,
trimmed mean,
the empirical Edgeworth expansion,
$M$ out of $N$ bootstrap,
second order approximations for slightly trimmed means,
Bahadur–Kiefer type representations for intermediate sample quantiles, large deviations for L-statistics
UDC: 519.2
Subject:
Approximation theorems of mathematical statistics, asymptotic properties of the order statistics, L-statistics, the bootstrap.
Main publications:
N. V. Gribkova, R. Helmers, “Second order approximations for slightly trimmed means”, Teor. Veroyatnost. i Primenen., 58:3 (2013), 417–453
Gribkova, Nadezhda; Helmers, Roelof, “On a Bahadur–Kiefer representation of von Mises statistic type for intermediate sample quantiles”, Probab. Math. Stat., 32:2 (2012), 255–279
Gribkova, N.V.; Helmers, R., “On the consistency of the $M\ll N$ bootstrap approximation for a trimmed mean”, Theory Probab. Appl., 55:1 (2011), 42–53
Gribkova N.V., Helmers R, “On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean”, Math. Methods Statist., 16:2 (2007), 142–176
Gribkova N.V., Helmers R, “The empirical Edgeworth expansion for a Studentized trimmed mean”, Math. Methods Statist., 15:1 (2006), 61–87