Consistency and strong inconsistency of group-invariant predictive inferences
Eaton, Morris L. ; Sudderth, William D.
Bernoulli, Tome 5 (1999) no. 6, p. 833-854 / Harvested from Project Euclid
Consider a statistical model which is invariant under a group of transformations that acts transitively on the parameter space. In this situation, the problem of constructing invariant predictive distributions is considered. It is shown, under certain assumptions, that Fisherian pivoting and the use of right Haar measure as an improper prior distribution both yield the same invariant predictive distribution. Furthermore, it is shown that any other invariant predictive distribution is strongly inconsistent in the sense of Stone.
Publié le : 1999-10-14
Classification:  Fisherian pivoting,  improper prior distributions,  invariant predictive distribution,  proper action,  right Haar measure,  strong inconsistency
@article{1171290401,
     author = {Eaton, Morris L. and Sudderth, William D.},
     title = {Consistency and strong inconsistency of group-invariant predictive inferences},
     journal = {Bernoulli},
     volume = {5},
     number = {6},
     year = {1999},
     pages = { 833-854},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1171290401}
}
Eaton, Morris L.; Sudderth, William D. Consistency and strong inconsistency of group-invariant predictive inferences. Bernoulli, Tome 5 (1999) no. 6, pp.  833-854. http://gdmltest.u-ga.fr/item/1171290401/