Equivariant estimators for structural models
Authors:
Peter Tan a;
Ben Bernholtz b
| Affiliations: | a Mathematics Department, Carleton University, Ottawa, Canada |
| b Department of Industrial Engineering, University of Toronto, Toronto, Canada |
DOI:
10.1080/02331887808801435
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
For invariant statistical models, the use of invariant decision rules in estimation problems with an invariant loss function is prominent in the literature and is fully discussed in the books by Ferguson [2] and Zacks [7].
This paper shows that if an invariant statistical model is also a structural model, then the search for minimum risk equivariant estimator may be facilitated by means of a property enjoyed by equivariant estimators for structural models. |
| view references (7) |

Download Citation


CiteULike
Del.icio.us
BibSonomy
Connotea