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math.ST2026
Maximal Ancillarity, Semiparametric Efficiency, and the Elimination of Nuisances
Marc Hallin, Bas J. M. Werker, Bo Zhou
Restricting statistical experiments via nuisance-ancillary -fields yields nuisance-free experiments. However, a moot point with ancillarity is that maximal ancillary -fields…
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…