scientific article; zbMATH DE number 3124347

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Profile empirical likelihood for parametric and semiparametric models
Parametric embedding of nonparametric inference problems
Efficient estimation in smooth threshold autoregressive(1) models
Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
Optimal detection of Fechner-asymmetry
Conditional empirical likelihood estimation and inference for quantile regression models
The semiparametric Bernstein-von Mises theorem
Geometry and applied statistics
Asymptotic efficiency in semi-parametric models with censoring
On asymptotic minimaxity of rank tests
On efficient estimation of the ordered response model
Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
On the inefficiency of propensity score matching
On estimation and adaptive estimation for locally asymptotically normal families
A characterization of translation-invariant experiments admitting adaptive estimates
Computing semiparametric efficiency bounds in linear models with nonparametric regressors
Nonparametric tests for stochastic ordering
Construction of credible intervals for nonlinear regression models with unknown error distributions
The right complexity measure in locally private estimation: it is not the Fisher information
Efficiency bounds for semiparametric models with singular score functions
On Asymptotic Minimaxity of Kernel-based Tests
Semiparametric Stochastic Frontier Estimation via Profile Likelihood
Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
Some developments in semiparametric statistics
scientific article; zbMATH DE number 60386 (Why is no real title available?)
Asymptotic theorems for estimating the distribution function under random truncation
A simplified approach to computing efficiency bounds in semiparametric models
Le Cam optimal tests for symmetry against Ferreira and Steel's general skewed distributions
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
Adaptive estimation of causal periodic autoregressive model
scientific article; zbMATH DE number 97561 (Why is no real title available?)
Adjustments of the profile likelihood from a new perspective
Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
On asymptotic minimaxity of Kolmogorov and omega-square tests
Shrinkage for categorical regressors
A kernel smoothed semiparametric survival model
Some efficiency bounds for semiparametric discrete choice models
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
Efficient estimation in dynamic conditional quantile models
A random linear functional approach to efficiency bounds
Linear regression with doubly censored data
Penalized maximum likelihood and semiparametric second-order efficiency
Semiparametric efficiency for censored linear regression models with heteroskedastic errors
MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS
Toward Computerized Efficient Estimation in Infinite-Dimensional Models
A remark on semiparametric models
Minimax estimation of a bounded squared mean
Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
Adaptive estimation in symmetric location model under log-concavity constraint
Adaptive estimation in a random coefficient autoregressive model
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
A simple derivation of the efficiency bound for conditional moment restriction models
scientific article; zbMATH DE number 846072 (Why is no real title available?)
Optimal robust influence functions in semiparametric regression
Editorial: Memorial issue for Charles Stein
Stein 1956: Efficient nonparametric testing and estimation
Nonparametric IV estimation of local average treatment effects with covariates
On distinguishability of two nonparametric sets of hypothesis
Efficient estimation of integrated volatility functionals under general volatility dynamics
THE ET INTERVIEW: TAKESHI AMEMIYA: Interviewed by James L. Powell
A regression approach for estimating the center of symmetry
Estimating the integral of a squared regression function with Latin hypercube sampling
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Efficient and adaptive nonparametric test for the two-sample problem
Adaptive estimation in time series regression models
Asymptotic optimality in stochastic optimization
Large deviations for empirical probability measures and statistical tests
Efficient estimation in the two-sample semiparametric location-scale models
Tests against inequality constraints in semiparametric models
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise
Asymptotically uniformly most powerful tests in parametric and semiparametric models
A class of optimal tests for symmetry based on local Edgeworth approximations

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