Székely attended the Eötvös Loránd University, Hungary graduating in 1970. His first advisor was Alfréd Rényi. Székely received his Ph.D. in 1971 from Eötvös Loránd University, the Candidate Degree in 1976 under the direction of Paul Erdős and Andrey Kolmogorov, and the Doctor of Science degree from the Hungarian Academy of Sciences in 1986. During the years 1970-1995 he has worked as a Professor in Eötvös Loránd University at the Department of Probability Theory and Statistics.[17]
In 1989 Székely was visiting professor at Yale University, and in 1990-91 he was the first Lukacs Distinguished Professor in Ohio. Since 1995 he has been teaching at the Bowling Green State University at the Department of Mathematics and Statistics.[17] Székely was academic advisor of Morgan Stanley, NY, and Bunge, Chicago, helped to establish the Morgan Stanley Mathematical Modeling Centre in Budapest (2005) and the Bunge Mathematical Institute (BMI) in Warsaw (2006) to provide quantitative analysis to support the firms' global business.
Székely, G. J. (1986) Paradoxes in Probability Theory and Mathematical Statistics, Reidel.
Ruzsa, I. Z. and Székely, G. J. (1988) Algebraic Probability Theory, Wiley.
Székely, G. J. (editor) (1995) Contests in Higher Mathematics, Springer.
Rao, C.R. and Székely, G.J. (editors) (2000) Statistics For The 21st Century: Methodologies For Applications Of The Future (Statistics, Textbooks And Monographs), New York, Marcel Dekker.[22]
Guoyan Zheng, Shuo Li, Székely, G. J.(2017)Statistical Shape and Deformation Analysis, 1st Edition, Academic Press.[23]
Székely, G.J. and Rizzo, M.L. (2023) The Energy of Data and Distance Correlation, Chapman and Hall/CRC Press, Monographs on Statistics and Applied Probability Volume 171 [1].
Selected works
Székely, G. J. (1981–82) Why is 7 a mystical number? (in Hungarian) in: MIOK Évkönyv, 482-487, ed. Sándor Scheiber.
Székely, G.J. and Ruzsa, I.Z. (1982) Intersections of traces of random walks with fixed sets, Annals of Probability 10, 132-136.
Székely, G. J. and Ruzsa, I.Z. (1985) No distribution is prime, Z. Wahrscheinlichkeitstheorie verw. Geb. 70, 263-269.
Székely, G. J. and Buczolich, Z. (1989) When is a weighted average of ordered sample elements a maximum likelihood estimator of the location parameter? Advances in Applied Mathematics 10, 439-456. [2]
Székely, G. J, Bennett, C.D., and Glass, A. M. W. (2004) Fermat's last theorem for rational exponents, The American Mathematical Monthly 11/4, 322-329.
Székely, G. J. (2006) Student's t-test for scale mixtures. Lecture Notes Monograph Series 49, Institute of Mathematical Statistics, 10-18.
Székely, G. J., Rizzo, M. L. and Bakirov, N. K. (2007) Measuring and testing independence by correlation of distances, The Annals of Statistics, 35, 2769-2794. arXiv:0803.4101
Székely, G. J. and Rizzo, M.L. (2009) Brownian distance covariance, The Annals of Applied Statistics, 3/4, 1233-1308. arXiv:1010.0297
Rizzo, M. L. and Székely, G. J. (2010) DISCO analysis: A nonparametric extension of analysis of variance, The Annals of Applied Statistics, 4/2, 1034-1055. arXiv:1011.2288
Székely, G.J. and Rizzo, M.L. (2013) Energy statistics: statistics based on distances, Invited paper, Journal of Statistical Planning and Inference, 143/8, 1249-1272.
Székely, G.J. and Rizzo, M.L. (2014) Partial distance correlation with methods for dissimilarities, The Annals of Statistics, 42/6, 2382-2412.
References
^E-Statistics: The energy of statistical samples (2002), G.J.Szekely, PDFArchived 2016-04-20 at the Wayback Machine
^Henze, Norbert (May 1997). "Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely". Statistics & Probability Letters. 33 (3): 299–307. doi:10.1016/s0167-7152(96)00141-1. ISSN0167-7152.
^Székely, G. J. and Rizzo, M. L. (2005) A new test for multivariate normality, Journal of Multivariate Analysis 93, 58-80.
^Szekely, Gabor J.; Rizzo, Maria L. (September 2005). "Hierarchical Clustering via Joint Between-Within Distances: Extending Ward's Minimum Variance Method". Journal of Classification. 22 (2): 151–183. doi:10.1007/s00357-005-0012-9. ISSN0176-4268. S2CID206960007.