Optimal Nonparametric Quantile Estimators. Towards a General Theroy. A survey. Communications ins Statistics - Theory and Methods, 38, 980-992, 2009

Polynomial and Spline Estimators of the Distribution Function with Priscribed Accuracy, Applicationes Mathematicae 36, 1 (2009), 1-12 (with Zbigniew Ciesielski) PDF

Kernel Estimators and the Dvoretzky-Kiefer-Wolfowitz Inequality, Applicationes Mathematicae 34,3 2007, 401-404 PDF

A Sharp Inequality for Medians of L-Statistics in a Nonparametric Model, JIRSS (Journal of the Iranian Statistical Society) 2007, 6, 22, 173-177

A confidence interval for ARPR - "at-risk-of-powerty=-rate", Statistics in Transition - new series. Journal of the Polisch Statistical Association August 2007, 8, 2, 217-222

Uniform asymptotic normality for the Bernoulli scheme, Applicationes Mathematicae 34,2,2007, 215-221 (with Wojciech Niemiro)

Small-Sample Quantile Estimators in a Large Nonparametric Model, Communications in Statistics - Theory and Methods 35: 1223-1241, 2006

Exact Distribution of the Natural ARPR Estimator in Small Samples from Infinite Populations, Statistics in Transition. Journal of the Polish Statistical Association 7,4, March 2006, 881-888 (

Estimating Quantiles with Linex Loss Function. Applications to VaR estimation, Applicationes Mathematicae 32,4, 2005, 367-373. Preprint 656 IMPAN April 2005

Best exact nonparametric confidence intervals for quantiles, Statistics 39,1 (2005), 67-71 (with Wojciech Zielinski)

Effective WLLN, SLLN and CLT in Statistical Models, Applicationes Mathematicae 31,1, 2004, 117-125. Preprint 638 IMPAN March 2003

Constructing Median-Unbiased Estimators in One-Parameter Families of Distributions via Stochastic Ordering, Applicationes Mathematicae 30,3, 2003, 251-255. Preprint 626 IMPAN July 2002

Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier, Commun.Statist.-Theory Meth. 32.8, 2003, 1527-1540 (With Youcef Berkoun and Hocine Fellag)

The most stable estimator of location under integrable contaminants, Applicationes Mathematicae 29.1, 2002, 1-6. Preprint 619 IMPAN September 2001

A simple improvement of the Kaplan-Meier estimator, Commun.Statist.-Theory Meth. 31(1), 2002, 147-158 (With Agnieszka Rossa)
Preprint 599 IMPAN November 1999, Preprint 610/1 IMPAN December 2000, Preprint 610/2 IMPAN December 2000

PMC-optimal nonparametric quantile estimator, Statistics 35, 4, 2001, 453-462. Preprint 605 IMPAN April 2000

High-accuracy evaluation of the cumulative distribution function of $\alpha$-stable symmetric distributions, Journal of Mathematical Sciences Vol.105, No.6, 2001, 2630-2632. Summary: High accuracy evaluation of cumulative distribution function of $\alpha$-stable symmetric distribution, Teor.Veroyatn.Prim. 2000, 45, 4, 807-808

A median-unbiased estimator of the characterictic exponent of a symmetric stable distribution, Statistics 34, 2000, 353-355

A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering, Teor.Veroyatn.Primen. 2000, 45, 2, 410-411

Best equivariant nonparametric estimator of a quantile, Statistics & Probability Letters 45, 1999, 79-84

A median-unbiased estimator of the $AR(1)$ coefficient, Journal of Time Series Analysis 20, 4, 1999, 477-481

Uniform strong consistency of sample quantiles, Statistics & Probability Letters 37, 1998, 115-119

Asymptotic Behavior of Sample Median in a Parametric Model, Annales Universitatis Mariae Curie-Skłodowska, Lublin - Polonia,
Sectio A, Vol. LI.1,2, 1997, 11-14 (With Agata Boratyńska)

Bayes Optimal Stopping of a Homogeneous Poisson Process under LINEX Loss Function and Variation in the Prior, Applicationes Mathematicae 24,4, 1997, 457-463 (With Marek Męczarski)

Estimating $P\{X>Y\}$ in Exponential Model Revisited, Statistics 29, 1997, 299-316 (With Bikas K. Sinha)

Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs, Statistics & Probability Letters 33, 1997, 117-123 (With Marek Męczarski)

Maximal Size of the Student and the ANOVA Tests under Exactly one contaminant, Journal of Mathematical Sciences, Vol. 81, No.5, 1996, 2900-2904 (With Y.Berkoun, H. Fellag, M. Ibazizen)

Bias of the LSE Estimator of the First Order Autoregressive Model under Tukey Contamination, Commun. Statist.-Theory Meth. 25(7), 1996, 1537-1551 (With Hocine Fellag)

One-sample one-sided Student t-test under contaminants, Statistics 27, 1-2, 1995, 143-150. Preprint 530 IMPAN January 1995

Estimating Median and Other Quantiles in Nonparametric Models, Applicationes Math. 23.3, 1995, 363-370.
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One--Way Analysis of Variance under Tukey Contamination: a Small Sample Case Simulation Study, In: Proceedings of the International Conference on Linear Statistical Inference LINSTAT'93, Kluwer Academic Publishers, 1994, 79-86

Bayes Robustness via the Kolmogorov Metric, Applicationes Math. 22.1, 1993, 139-143 (With Agata Boratyńska)

Records of simulated annealing, In: Model-Oriented Data Analysis, W.G.M\"uller, H.P.Wynn, A.A.Zhigljavsky (Eds.). Physika-Verlag, Springer-Verlag Company, Contributions to Statistics, 1993, 241-247

A moment preserving probability metric, Teor. veroyatn. primen. Vol. 37, 1992, 602-604

Minimax estimation of binomial probability with entropy loss function, Statistics & Decisions 10, 1992, 39-44 (With Robert Wieczorkowski)

Fixed precision estimation in the Blum--Rosenblatt time series, American Journal of Mathematical and Management
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Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma priors, Statistics & Probability Letters 12, 1991, 329-333 (With Marek Męczarski)

Some properties and applications of a distribution--free quantile estimator, Matematyka Stosowana -- Applied Mathematics XXXIV, 1991, 15-22 (With Robert Wieczorkowski)

Optimal choice of a statistical model: a discussion of the Akaike and classical approaches, Zastosowania Matematyki - Applicationes Mathematicae 20,4, 1990, 543-549

Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples,
Statistics & Probability Letters 10, 1990, 291-295

An aperiodic pseudorandom number generator, Journal of Computational and Applied Mathematics 31, 1990, 205-210

Stable estimation of location parameter --- nonasymptotic approach, Statistics 19, 2, 1988, 229-231

A distribution--free median--unbiased quantile estimator, Statistics 19, 2, 1988, 223-227

A Monte Carlo study of a Bayesian decision rule concerning the number of different values of a discrete random variable, Communications in Statistics. Simulation and Computation 16, 1986, 925-938 (With Bruno Betr\`o)

Robustness of sample mean and sample median under restrictions on outliers, Zastosowania Matematyki - Applicationes
XIX, 2, 1987, 239-240

An asymptotically most bias--robust invariant estimator of location, Lecture Notes in Mathematics 1233, "Stability for stochastic models",
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An asymptotic fixed--precision confidence interval for the minimum of a quadratic regression function, Probability and Mathematical Statistics 7, 1, 1986, 7-11 (With Beniamin Gołdys and Marek Męczarski)

A quasi-random number generator with infinite period, Statistics & Probability Letters 4, 1986, 259-259

A sequential Bayesian approach to estimating the dimension of a multinomial distribution, Banach Center Publications, Vol. 16, "Sequential methods in statistics", PWN, Warszawa 1985, 37-42 (With C.G.E.Boender)

A bias--robust estimate of the scale parameter of the exponential distribution under violation of the hazard function, Zastosowania Matematyki - Applicationes Mathematicae XVIII, 4, 1985, 609-612 (With Jarosław Bartoszewicz)

A most bias--robust estimate of the location parameter: a general existence theorem, Statistics 16, 1985, 637-640

Minimax versus robust experimental design: two simple examples. In: Robustness of statistical methods and nonparametric statistics
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On robust estimation in the simplest exponential model, Zastosowania Matematyki - Applicationes Mathematicae XVIII, 3, 1984, 387-401 (With Wojciech Zieliński)

A most bias--robust linear estimate of the scale parameter of the exponential distribution, Zastosowania Matematyki - Applicationes Mathematicae XVIII, 1, 1983, 73-77

Robust statistical procedures: a general approach, Lecture Notes in Mathematics 982, "Stability problems for stochastic models"
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A class of stopping rules for fixed precision sequential estimates,
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A statistical estimate of the structure of multi-extremal problem, Mathematical Programming 21, 1981, 348-356, North Holland Publ. Co.

Fixed precision estimate of mean of a Gaussian sequence with unknown covariance structure, Lecture Notes in Statistics 2. "Mathematical statistics and probability theory. Proceedings Sixths International Conference, Wisła (Poland), 1978. Springer-Verlag 1980, 360-364

Global stochastic approximation. A review of results and some open problems, In: Numerical techniques for stochastic systems, Eds. F. Archetti and C. Cugiani. North Holland Publishing Company 1980, 379-386

A stopping rule for sequential estimation processes. Two existence theorems, Bulletin de l'Academie Polonaise des Sciences. S\'erie des sciences math., astr. et phys. Vol. XXVI, No. 5, 1978, 441-444

Robustness: a quantitative approach, Bulletin de l'Academie Polonaise des Sciences. S\'erie des sciences math., astr. et phys. Vol. XXV, No. 12, 1977, 1281-1286. A shortened version: in Banach Center Publications. Vol. 6 "Mathematical statistics", PWN Warszawa 1980, 353-354

Unbiased estimation of the derivative of a regression function, Proceedings of the Symposium to Honour Jerzy Neyman,
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A randomized Kiefer-Wolfowitz procedure, Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes, and of the 1974 European Meeting of Statisticians, held at Prague from August 18 to 23, 1974. Czech. Acad. Sci., Prague 1977, Vol. B, 577-582

Global stochastic approximation, Dissertationes Mathematicae CXLII. PWN, Warszawa 1977

Randomized designs for estimation of the gradient in quadratic regression, Biometrische Zeitschrift 16, 1974, 483-487

A Monte Carlo estimator of the gradient, COMPSTAT 1974. Proceedings in Computational Statistics Physika-Verlag, Wien 1974, 61-69

A comment on effectiveness of a random procedure for seeking maxima, Algorytmy XI, 19, 1974, 23-28

A simplex design for gradient estimation in quadratic regression,
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A new class of estimators with an application to statistical quality control, Zastosowania Matematyki - Applicationes
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A Monte Carlo estimation of the maximum of a function, Algorytmy VII, 13, 1970, 5-7

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