Enrique Mario Cabaña Perez, Uruguayan mathematician and statistician (Florida 02 December 1937 – Proposed extending the notion of stochastic integral and Brownian motion to separable Hilbert spaces (1966 & 1969) Generalized the Itô lemma and solved differential stochastic equations independently of Russian Daletzky (Daletzky-Cabaña integral) in 1960s Devised the immersion method With M. Wschebor. On the barrier problem for stationary Gaussian processes. Publ. Inst. Mat. Estatis. 4:123-8, 1969 Defined Brownian leaf The vibrating string forced by white noise. Z.W. Gebiet. 15:111-30, 1970 Introduced barrier problem to solutions in stochastic analysis On the barrier problem for the vibrating noise forced by white noise. Z. Wahrschein. Verw. Gebiete 22:13-24, 1972 Introduced the supremum of a two-parameter process With M. Wschebor. The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum. Ann. Probab. 10(2):289-02, 1982 Developed a new estimator of second spectral moment of a stationary Gaussian process Estimation of the spectral moment by means of the extrema. Trab. Estad. Invest. Operativa 36:71-80, 1985 Proposed a new definition of string martingale in the plane On a Wiener martingale characterization of two parameter Wiener processes. Statis. Probab. Lett. 10(3):263-70, 1990 With his daughter A. Cabaña Nigro introduced the concept of transformed empirical processes and developed a general procedure for constructing test classes of distributive disposition with or not parameter estimation using transformed empirical processes (1994-7) Goodness of fit and comparison tests of the Kolmogorov-Smirnov type for bivariate populations. Ann. Statistics 22:1447-59, 1994 Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions. Ann. Statis. 25(6):2388-409, 1997 OTHER CONTRIBUTIONS With M. Wschebor. An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes. J. Appl. Probability 18:536-41, 1981 Una familia asintoticamente optima de estadisticos lineales de rangos no anticipativos. Cuad. Estad. Matem. 7(8):73-81, 1984 Affine processes: a test of isotropy based on level sets. SIAM. J. Appl. Mathematics (1987) A Gaussian process with parabolic covariances. J. Appl. Probability 28:898-02, 1991 Modified Kolmogorov-Smirnov test for isotropic distributions in the plane. Sankhya (Ind. J. Statistics) A 58:440-63, 1996 With A. Cabaña. Modified Anderson-Darling test with selective power improvement. Publ. Matem. Uruguay 9:1-13, 2001 A test for symmetry for regression models (2006) Design of continuous regression test by transforming the accumulated residues process (2006) LINKS http://www.cmat.edu.uy/~mordecki/cabana/emc-mordecki.pdf (Spanish) |
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