My main interest are Statistics and Probability Theory: bootstrap, empirical processes, asymptotic distribution of estimators, Probability in Banach spaces, Gaussian processes, limit theorems for sums of independent and dependent random variables, U-statistics, U-processes, large deviations, stochastic ordering, empirical likelihood, goodness of fit tests, depth processes.
Part of my current work focuses in the study the Bahadur efficiency of estimates, confidence regions and tests using recent developments in the large deviation principle of empirical processes.
Another part of my current work deals with goodness of fit tests.