2 papers
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…
stat.ME2024
Consistent Distribution Free Affine Invariant Tests for the Validity of Independent Component Models
Marc Hallin, Simos G. Meintanis, Klaus Nordhausen
We propose a family of tests of the validity of the assumptions underlying independent component analysis methods. The tests are formulated as L2-type procedures based on character…