From Animal Baits to Investors’ Preference (2007)
Ritov, Ya’acov, Härdle, Wolfgang
We consider two semiparametric models for the weight function in a biased sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One...
From Animal Baits to Investors’ Preference (2007)
Ritov, Ya’acov, Härdle, Wolfgang
We consider two semiparametric models for the weight function in a biased sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One...
Tailor-made tests for goodness of fit to semiparametric hypotheses (2006)
Bickel, Peter J., Ritov, Ya’acov, Stoker, Thomas M.
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the n−1/2 scale in every direction, and can be tailored to put substantial...
Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models (1998)
Bickel, Peter J., Ritov, Ya’acov, Rydén, Tobias
Hidden Markov models (HMMs) have during the last decade become a widespread tool for modeling sequences of dependent random variables. Inference for such models is usually based on the...