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Activity Number:
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530
- Recent Advances in Rank-Based Inference
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Type:
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Invited
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Date/Time:
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Thursday, August 11, 2022 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract #320693
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Title:
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Ancillarity and Semiparametric Efficiency
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Author(s):
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Marc Hallin and Bas Werker and Bo Zhou*
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Companies:
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Université libre de Bruxelles and Tilburg University and Durham University
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Keywords:
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semiparametric efficiency;
maximal ancillarity;
center-outward ranks and signs
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Abstract:
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The classical notions of (maximal) ancillarity and (minimal) sufficiency in statistical experiments are related through Basu's Theorem. We embed these notions in the Hajek-Le Cam theory of convergence of experiments leading to a unified theory of asymptotically optimal semiparametric inference for a wide class of models. We illustrate the overarching ideas for LAN, LAMN, and LABF experiments.
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Authors who are presenting talks have a * after their name.
