Associate Professor
Research Interests
Error-in-variables models,
regression models,
invariance principles and related limit theorems,
self-normalized and Studentized partial sums processes,
domains of attraction of normal laws,
nonparametric change-point analysis,
Gaussian processes
Recent Publications
- Martsynyuk, Yu.V.
(2016).
Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes.
Mathematical Methods of Statistics 25,
219–232.
- Martsynyuk, Yu.V. and Tuzov, E.
(2016).
Exploring functional CLT confidence intervals for a population mean in the domain of attraction of the normal law.
Acta Mathematica Hungarica 148,
493–508.
- Csorgo, M., Martsynyuk, Yu.V., Nasari, M.M.
(2014).
Another look at bootstrapping the Student t-statistic.
Mathematical Methods of Statistics 23,
256-278.
- Martsynyuk, Yu.V.
(2013).
On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors.
The Electronic Journal of Statistics 7,
2851-2874.
- Martsynyuk, Yu.V.
(2013).
On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student t-statistic.
Journal of Multivariate Analysis 114,
402-411.
→ See more publications
Comprehensive List of Research Interests
Error-in-variables models, regression models, reliability ratio and
studies in error-in-variables models, infinite variance in
regression and error-in-variables models, univariate and
multivariate central limit theorems, functional central limit
theorems, sup-norm approximations in probability in metric spaces,
weak convergence in metric spaces, (vector) partial sums processes,
self-normalization and Studentization, univariate and multivariate
Student statistics, domain of attraction of the normal law,
generalized domain of attraction of the multivariate normal law,
asymptotic confidence intervals/regions, nonparametric change-point
analysis, weak invariance principles in weighted sup-norms, Wiener
and related Gaussian processes, weak and strong consistency, weakly
dependent sequences of random variables.
Publications
Papers in Refereed Journals
- Martsynyuk, Yu.V. (2013). On consistency of the least squares
estimators in linear errors-in-variables models with infinite
variance errors. The Electronic Journal of Statistics. 7 2851-2874
- Martsynyuk, Yu.V. (2013). On the generalized domain of attraction of
the multivariate normal law and asymptotic normality of the
multivariate Student t-statistic. Journal of Multivariate Analysis.
114 402-411
- Martsynyuk, Yu.V. (2012). Invariance principles for a multivariate
Student process in the generalized domain of attraction of the
multivariate normal law. Statistics and Probability Letters. 82
2270-2277
- Csorgo, M. and Martsynyuk, Yu.V. (2011). Functional central limit
theorems for self-normalized least squares processes in regression with
possibly infinite variance data. Stochastic Processes and their
Applications. 121 2925–2953
- Martsynyuk, Yu.V. (2009a). Functional asymptotic confidence
intervals for the slope in linear error-in-variables models.
Acta Mathematica Hungarica. 123 133-168
- Martsynyuk, Yu.V. (2009b). Functional asymptotic confidence
intervals for a common mean of independent random variables.
The Electronic Journal of Statistics. 3 25-40
- Martsynyuk, Yu.V. (2007a). New multivariate central limit
theorems in linear structural and functional error-in-variables
models. The Electronic Journal of Statistics. 1 347-380
- Martsynyuk, Yu.V. (2007b). Central limit theorems in linear
structural error-in-variables models with explanatory variables in
the domain of attraction of the normal law.
The Electronic Journal of Statistics. 1 195-222
- Kukush, A.G. and Martsynyuk, Yu.V. (1999/2000). A criterion for
the consistency of the least squares estimator for a functional
linear model with errors in variables.
Teoriya Imovirnostey ta Matematichna Statistika/Theory of Probability and Mathematical Statistics.
60 95-101/105-112 in Ukrainian/English
- Kukush, A.G. and Martsynyuk, Yu.V. (1998). Consistency and
inconsistency of the weighted least squares estimator in linear
functional error-in-variables
models.*Theory of Stochastic Processes*. 4(20) 172-179
Technical Reports
- Martsynyuk, Yu.V. (2008). Functional asymptotic confidence
intervals for the slope in linear error-in-variables models.
Technical Report Series of the Laboratory for Research in Statistics and Probability.
441-March 2008 Carleton University-University of Ottawa.
- Martsynyuk, Yu.V. (2007). Invariance principles for
self-randomized Student processes.
Technical Report Series of the Laboratory for Research in Statistics and Probability.
438-March 2007 Carleton University-University of Ottawa.
- Martsynyuk, Yu.V. (2006). Studentized and self-normalized
central limit theorems in linear functional error-in-variables
models.*Technical Report Series of the Laboratory for Research in Statistics and Probability*.
432- May 2006 Carleton University-University of Ottawa.
- Martsynyuk, Yu.V. (2006). New central limit theorems via
Studentization in linear structural error-in-variables
models.*Technical Report Series of the Laboratory for Research in Statistics and Probability*.
428-February 2006 Carleton University-University of Ottawa.
- Martsynyuk, Yu.V. (2004). Invariance principles via
Studentization in linear structural error-in-variables models.
Technical Report Series of the Laboratory for Research in Statistics and Probability.
406-October 2004 Carleton University-University of Ottawa.
- Martsynyuk, Yu. V. (2001). Asymptotic behaviour of weighted
least squares estimator in linear functional error-in-variables
models.*Technical Report Series of the Laboratory for Research in Statistics and Probability*.
353-July 2001 Carleton University-University of Ottawa.
Thesis
- Martsynyuk, Yu.V. (2005). Invariance Principles via Studentization in Linear Structural and Functional Error-in-Variables Models. Ph.D. Thesis. Carleton University, Ottawa.