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)