papers
Publications (3)
math.ST2023
On Bounded Completeness and the -Denseness of Likelihood Ratios
Marc Hallin, Bas Werker, Bo Zhou
The classical concept of bounded completeness and its relation to sufficiency and ancillarity play a fundamental role in unbiased estimation, unbiased testing, and the validity of…
math.ST2006
Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality
Marc Hallin, Catherine Vermandele, Bas Werker
The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, whi…
econ.EM2020
Semiparametric Testing with Highly Persistent Predictors
Bas Werker, Bo Zhou
We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarde…