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Soft thresholds are ubiquitous in living organisms, in particular in mechanisms of neurons and of neural networks such as sensory systems. Which soft threshold functions produce (threshold) stochastic resonance remains a question. The answer may depend on the information measure used. We argue that Fisher information about signal parameters is an attractive… (More)

We consider a partially linear regression model with multivariate covariates and with responses that are allowed to be missing at random. This covers the usual settings with fully observed data and the nonparametric regression model as special cases. We first develop a test for additivity of the nonparametric part in the complete data model. The test… (More)

This article considers linear regression models with responses that are allowed to be missing at random, which covers the model with fully observed data as a special case. We assume that the covariates and the errors are independent, without specifying their distributions. The main result of this article is to present two efficient maximum empirical… (More)

Suppose we observe a time series that alternates between different nonlinear autore-gressive processes. We give conditions under which the model is locally asymptotically normal, derive a characterization of efficient estimators for differentiable functionals of the model, and use it to construct efficient estimators for the autoregression parameters and… (More)

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