Invariantly Sufficient Equivariant Statistics and Characterizations of Normality in Translation Classes
Eberl, W.
Ann. Statist., Tome 11 (1983) no. 1, p. 330-336 / Harvested from Project Euclid
It is shown that an equivariant statistic $S$ is invariantly sufficient iff the generated $\sigma$-algebra and the $\sigma$-algebra of the invariant Borel sets are independent, and that if $S$ is invariantly sufficient and equivariant, then the Pitman estimator for location parameter $\gamma$ is given by $S - E_0(S)$. For independent $X_1, \cdots, X_n$, the existence of an invariantly sufficient equivariant linear statistic is characterized by the normality of $X_1, \cdots, X_n$. Then, the independence of $X_1, \cdots, X_n$ is replaced by a linear framework in which there are established characterizations of the normality of $X = (X_1, \cdots, X_n)$ by properties (invariant sufficiency, admissibility, optimality) of the minimum variance unbiased linear estimator for $\gamma$.
Publié le : 1983-03-14
Classification:  Admissibility,  characterizations of the MVU linear estimator in linear processes,  characterizations of normality in translation classes by statistical properties,  equivariance,  invariance,  invariant sufficiency,  normality in translation classes,  Pitman estimator,  62B05,  62E10,  62G05,  62C15
@article{1176346084,
     author = {Eberl, W.},
     title = {Invariantly Sufficient Equivariant Statistics and Characterizations of Normality in Translation Classes},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 330-336},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346084}
}
Eberl, W. Invariantly Sufficient Equivariant Statistics and Characterizations of Normality in Translation Classes. Ann. Statist., Tome 11 (1983) no. 1, pp.  330-336. http://gdmltest.u-ga.fr/item/1176346084/