Никитин Яков
(Yakov Nikitin)

Personal Details

First Name:	Yakov
Middle Name:	Yu.
Last Name:	Nikitin
Suffix:
RePEc Short-ID:	pni302
	[This author has chosen not to make the email address public]
	http://www.math.spbu.ru/user/nikitin/
	+79215832100

Affiliation

(33%) Saint Petersburg Branch, School of Economics and Management
National Research University Higher School of Economics (HSE)

St. Petersburg, Russia
http://spb.hse.ru/scem/
RePEc:edi:sphseru (more details at EDIRC)

(67%) Санкт-Петербургский государственный университет, математико-механический факультет

http://www.math.spbu.ru
Saint-Petersburg
Universitetski pr.28, Stary Peterhof, 198504, Russia
+7-812-4286944

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Yakov Nikitin, 2001. "Asymptotic efficiency and local optimality of distribution - free tests based on U- and V-statistics," ICER Working Papers 20-2001, ICER - International Centre for Economic Research.

   Cited by:

   1. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.
   2. Bojana Milošević, 2016. "Asymptotic efficiency of new exponentiality tests based on a characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 221-236, February.

2. L. Begin & Ya. Yu. Nikitin, 2001. "Approximate asymptotic Bahadur efficiency of independence tests with random sample size," ICER Working Papers 18-2000, ICER - International Centre for Economic Research.
   • L. Beghin & Y. Nikitin, 1999. "Approximate asymptotic Bahadur efficiency of independence tests with random sample size," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 8(1), pages 1-23, April.

   Cited by:

   1. Luisa Beghin, 2005. "On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications," Statistical Inference for Stochastic Processes, Springer, vol. 8(1), pages 51-70, January.

3. Alessandra Durio & Yacov Yu. Nikitin, 2001. "Local asympotic efficiency of some goodness-of-fit tests under skew alternatives," ICER Working Papers 04-2001, ICER - International Centre for Economic Research.

   Cited by:

   1. Alessandra Durio & Yakov Nikitin, 2002. "Asympotic efficiency of signed - rank symmetry tests under skew alternatives," ICER Working Papers 12-2002, ICER - International Centre for Economic Research.
   2. Yakov Y. Nikitin & Irina Peaucelle, 2004. "Efficiency and local optimality of nonparametric tests based on U- and V-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 185-200.
   3. Henze, Norbert & Nikitin, Yakov & Ebner, Bruno, 2009. "Integral distribution-free statistics of Lp-type and their asymptotic comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3426-3438, July.
   4. Durio, A. & Nikitin, Ya.Yu., 2016. "Local efficiency of integrated goodness-of-fit tests under skew alternatives," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 136-143.
   5. Bojana Milošević & Marko Obradović, 2016. "Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 413-427, June.
   6. Pietro Muliere & Yakov Nikitin, 2002. "Scale-invariant test of normality based on Polya's characterization," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 20-32.
   7. Ya. Yu. Nikitin, 2018. "Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 609-618, August.

4. A.I. Nazarov & Ya.Yu. Nikitin, 2000. "Some extremal problems for Gaussian and Empirical random fields," ICER Working Papers 22-2000, ICER - International Centre for Economic Research.

   Cited by:

   1. Henze, Norbert & Nikitin, Yakov & Ebner, Bruno, 2009. "Integral distribution-free statistics of Lp-type and their asymptotic comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3426-3438, July.

Articles

1. Ya. Yu. Nikitin, 2018. "Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 609-618, August.

   Cited by:

   1. N. Henze & C. Kirch & S. G. Meintanis, 2018. "Special Issue with papers from the “3rd workshop on Goodness-of-fit and change-point problems”," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 587-588, August.

2. Durio, A. & Nikitin, Ya.Yu., 2016. "Local efficiency of integrated goodness-of-fit tests under skew alternatives," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 136-143.

   Cited by:

   1. Sergio Alvarez-Andrade & Salim Bouzebda & Aimé Lachal, 2018. "Strong approximations for the p-fold integrated empirical process with applications to statistical tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 826-849, December.
   2. Ya. Yu. Nikitin, 2018. "Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 609-618, August.

3. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.

   Cited by:

   1. Bojana Milošević & Marko Obradović, 2016. "New class of exponentiality tests based on U-empirical Laplace transform," Statistical Papers, Springer, vol. 57(4), pages 977-990, December.
   2. Yanev, George P. & Chakraborty, Santanu, 2016. "A characterization of exponential distribution and the Sukhatme–Rényi decomposition of exponential maxima," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 94-102.
   3. Bojana Milošević & Marko Obradović, 2016. "Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 413-427, June.
   4. J. S. Allison & L. Santana & N. Smit & I. J. H. Visagie, 2017. "An ‘apples to apples’ comparison of various tests for exponentiality," Computational Statistics, Springer, vol. 32(4), pages 1241-1283, December.
   5. James Allison & Bojana Milošević & Marko Obradović & Marius Smuts, 2022. "Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization," Computational Statistics, Springer, vol. 37(1), pages 403-418, March.
   6. Milošević, B. & Obradović, M., 2016. "Characterization based symmetry tests and their asymptotic efficiencies," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 155-162.

4. Ya. Nikitin, 2010. "Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(5), pages 649-668.

   Cited by:

   1. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.
   2. Bojana Milošević, 2016. "Asymptotic efficiency of new exponentiality tests based on a characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 221-236, February.
   3. Bojana Milošević & Marko Obradović, 2016. "Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 413-427, June.
   4. James Allison & Bojana Milošević & Marko Obradović & Marius Smuts, 2022. "Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization," Computational Statistics, Springer, vol. 37(1), pages 403-418, March.
   5. Ya. Yu. Nikitin, 2018. "Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 609-618, August.

5. Henze, Norbert & Nikitin, Yakov & Ebner, Bruno, 2009. "Integral distribution-free statistics of Lp-type and their asymptotic comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3426-3438, July.

   Cited by:

   1. Mojirsheibani, Majid, 2012. "A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 230-241.
   2. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
   3. Bojana Milošević & Marko Obradović, 2016. "New class of exponentiality tests based on U-empirical Laplace transform," Statistical Papers, Springer, vol. 57(4), pages 977-990, December.
   4. Majid Mojirsheibani & William Pouliot, 2017. "Weighted bootstrapped kernel density estimators in two-sample problems," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 61-84, January.

6. Yakov Y. Nikitin & Irina Peaucelle, 2004. "Efficiency and local optimality of nonparametric tests based on U- and V-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 185-200.

   Cited by:

   1. Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu., 2015. "Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 100-113.
   2. Withers, Christopher S. & Nadarajah, Saralees, 2013. "Bayesian efficiency," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1203-1212.
   3. Bojana Milošević, 2016. "Asymptotic efficiency of new exponentiality tests based on a characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 221-236, February.
   4. Bojana Milošević & Marko Obradović, 2016. "New class of exponentiality tests based on U-empirical Laplace transform," Statistical Papers, Springer, vol. 57(4), pages 977-990, December.
   5. James Allison & Bojana Milošević & Marko Obradović & Marius Smuts, 2022. "Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization," Computational Statistics, Springer, vol. 37(1), pages 403-418, March.
   6. Milošević, B. & Obradović, M., 2016. "Characterization based symmetry tests and their asymptotic efficiencies," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 155-162.
   7. Ya. Yu. Nikitin, 2018. "Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 609-618, August.
   8. Simos Meintanis & Bojana Milošević & Marko Obradović, 2023. "Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 723-751, October.

7. Beghin, L. & Nikitin, Y. & Orsingher, E., 2003. "How the sojourn time distributions of Brownian motion are affected by different forms of conditioning," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 291-302, December.

   Cited by:

   1. Iafrate, F. & Orsingher, E., 2021. "On the sojourn time of a generalized Brownian meander," Statistics & Probability Letters, Elsevier, vol. 168(C).
   2. Seuret, Stéphane & Yang, Xiaochuan, 2019. "On sojourn of Brownian motion inside moving boundaries," Stochastic Processes and their Applications, Elsevier, vol. 129(3), pages 978-994.

8. Ya. Nikitin & E. Ponikarov, 2002. "Asymptotic Efficiency of Maesono Statistics for Testing of Symmetry," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(2), pages 382-390, June.

   Cited by:

   1. Alessandra Durio & Yakov Nikitin, 2002. "Asympotic efficiency of signed - rank symmetry tests under skew alternatives," ICER Working Papers 12-2002, ICER - International Centre for Economic Research.

9. Pietro Muliere & Yakov Nikitin, 2002. "Scale-invariant test of normality based on Polya's characterization," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 20-32.

   Cited by:

   1. Ya. Yu. Nikitin, 2018. "Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 609-618, August.

10. Nikitin, Yakov & Orsingher, Enzo, 2000. "The intermediate arc-sine law," Statistics & Probability Letters, Elsevier, vol. 49(2), pages 119-125, August.

    Cited by:

    1. Iafrate, F. & Orsingher, E., 2021. "On the sojourn time of a generalized Brownian meander," Statistics & Probability Letters, Elsevier, vol. 168(C).
    2. Beghin, L. & Nikitin, Y. & Orsingher, E., 2003. "How the sojourn time distributions of Brownian motion are affected by different forms of conditioning," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 291-302, December.

11. L. Beghin & Y. Nikitin, 1999. "Approximate asymptotic Bahadur efficiency of independence tests with random sample size," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 8(1), pages 1-23, April.
    • L. Begin & Ya. Yu. Nikitin, 2001. "Approximate asymptotic Bahadur efficiency of independence tests with random sample size," ICER Working Papers 18-2000, ICER - International Centre for Economic Research.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ECM: Econometrics (2) 2003-07-12 2003-07-12
2. NEP-RMG: Risk Management (1) 2003-07-10

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