[near Taupo]

Estate V. Khmaladze

School of Mathematical and Computing Sciences 
Victoria University of Wellington 
POBox 600 
Wellington, New Zealand 

Phone +64 4 463 5652

Fax     +64 4 463 5118


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Scientific Interests, Keywords

  • Probability Theory and Mathematical Statistics: 
    • Empirical processes 
    • Non-parametric methods 
    • Martingale methods in statistics 
    • Goodness of fit methods 
    • Asymptotic methods 
    • Differential-geometric problems in statistics 
  • Applications: 
    • Demography and Insurance mathematics 
    • Biology (human genetics, physiology) 
    • Econometrics
    • Linguistics 
    • Reliability theory 
    • Large number of rare events 
function-parametric and set parametric processes; random measures and measure-valuded processes; scanning martingales; goodness of fit problem and two-sample problem in R^m, m>=1; extreme value theory and records; sequential and "ordinary" ranks; non-crossing probabilities; change-set problem; curvature measures; Zipf's law; analysis of rare words.

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Name Khmaladze, Estate V.
Address School of Mathematical and Computing Sciences
Victoria University of Wellington
Wellington, New Zealand
Personal Data

Date of birth
Place of birth
Marital status

Tbilisi, Republic of Georgia, USSR
Married, has one daughter Mariam
Degrees and Titles

Title of Professor  1992- 
Doctor of Mathematical and Physical Sciences  1988- 
Title of Senior Research Fellow  1975- 
Candidate of Sciences (Ph.D.) 1971- 

Highest Attestation Committee of USSR
Moscow State University
Academy of Sciences of USSR
Moscow State University



Associate Editor of Mathematical Methods of Statistics 
Vice-President of Georgian Statistical Association 
Member of Council of TICMI 
Associate Editor of Georgian Mathmatical Journal 
Associate Editor of Statistics and Probability Letters:
Associate Editor of Annals of the Institute of Statistical Mathematics

  Full CV.ps

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Recent Scientific Activity

Recent Conferences and Invited Talks

Australian/New Zealand Statistical Conference, Canberra, June,2002,
International Conference on Nonparametric Methods, Crete, July,2002,
10th International Summer Conference on Probability Theory and Mathematical Statistics and Seminar on Data Analysis, Sozopol, June, 2003,
Oberwolfach Conference on Resampling Methods, September, 2003,
A.N.Kolmogorov-100 Conference in Probability Theory and Mathematical Statisitcs, Tbilisi, September, 2003
Joint Meeting of the New Zealand Mathematical Society and the Israel Mathematical Union, Wellington, February, 2004

Recent Seminars

Sequence of four talks on "Martingale Methods in Statistics", Victoria University, Wellington, February-March, 2003
"Distribution free goodness-of-fit tests in regression models", Tilburg University, July,2003,
"Local Point Processes near the Boundary of Covex Sets", University of Lille, November, 2003,
"Statistical Analysis of the Large Number of rare Events", University of Karlsruhe, December, 2003,
"Some New Problems on the Border of the Theory of Point Processes and Differential Geometry, A.Razmadze Mathematical Institute, December, 2003

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Recent and Selected Publications ( Full List of Publications )

  • ``Martingale Transforms Goodness-Of-Fit tests in Regression Models", Ann.Statist., 2004 (in print), with H.L.Koul
  • ``Analysis of bank failure using published financial statements: the case of Indonesia (Part 2)", J. Data Analysis, 2003, v1, N3, 313-336, with L.Judijanto
  • ``Analysis of bank failure using published financial statements: the case of Indonesia (Part 1)", J. Data Analysis, 2003, v1, N2, 199-230, with L.Judijanto
  • ``Zipf's Law", Encyclopaedia of Mathematics, Supplement III, Kluwer Academic Publishers, Dordrecht, 2001, 460-463 
  • ``Towards innovation theory of spatial Brownian motion under boundary conditions" Georgian Mathemat. J., 2001, v.8, N2, 365-379 
  • ``Calculation of non-crossing probabilities for Poisson process and its corollaries", Adv. Appl. Probab., 2001, v.33, N3, 702-720, with E. Shinjikashvili
  • ``On a.s. coverage property of Voronoi tessellation", Adv. Appl. Probab., 2001, v.33, N4, with N.Toronjadze
  • "Two-sample problem in R^m and scanning martingales" IMS Monographs / Lecture Notes, "State of the Art in Statistics and Probability Theory; Festschrift for Willem R. van Zwet", 2001, v.36, with J.H.J.Einmahl
  • "Goodness of fit theory for "chimeric" alternatives", Statistica Neerland.,1996,v.24,N4
  • "Goodness of fit theory and scanning innovation martingales" Ann.Statist.,1993,v.11,N.2
  • "Innovation approach to goodness of fit tests in Rm" Ann.Statist.,1988,v.6,N4
  • "Statistical analysis of large number of rare events" Proceedings of A.M.Razmadze Mathemat.Inst.,vol."Probab. Theory.Math.Stat. in honour to Professor G.Mania, 1989, Tbilisi, with R. Chitashvili
  • "Comments on A.Kolmogorov's 1933-paper "Sulla determinazione empirica di une legge di distribuzione" A.N.Kolmogorov, Theory of Probability and Mathematical Statistics. Selected Papers, vol.2, "Nauka",1986
  • "On asymptotic theory of statistics based on sequential ranks" Theory Probab. Appl., 1986, v.XXXI,N4
  • "Functional limit theorems for divisible statistics" Probab.Theory Related Fields, 1986, v.73
  • "Martingale methods in statistics" Uspechi Mat.Nauk (Russian Mathemat. Surveys), 1985, v.33,N.2
  • "Martingale limit theorems for divisible statistics" Theory Probab. Appl., 1983, v.XXVIII,N3
  • "Testing of statistical hypothesis concerning unidentifiable objects" Theory Probab. Appl., 1982, v.XXVII, N1
  • "Martingale approach to goodness of fit tests" Theory Probab.Appl.,1981, v.XXVI,N1
  • "Use of $\Omega^2$ type tests for testing parametric hypothesis" Theory Probab. Appl., 1979, v.XXIV,N2
  • "On errors related to the use of expert estimates" Internat. J. Bio-Medical Computing, 1977, v.8,N1
  • "Estimation of necessary sample size for discrimination between two close hypotheses and distance in variation" Theory Probab. Appl.,1975,v.XX, N1
  • "Use of the mathematical satellite model of determining frequencies of association of acrocentric chromosomes depending on human age" Internat. J. Bio-Medical Computing,1972,v.3,N3.

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PhD Students


1983-   E. Parsadanishvili
1985-   R.M. Mnatsakanov
1986-   A. Parjanadze
1987-   V.K. Borovikov
1990-   I. Urinov
1995-   A. Nikabadze
1997-   N. Maglapheridze
1998-   Z. Tsigroshvili
1999-   N. Toronjadze
2000-   E. Shinjikashvili


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Created on April 10, 2002.