In this paper we characterize transformation models by means of the functional form of the densities. We discuss sufficiency of the pair $(t, \pi)$ where $t$ is an equivariant estimator and $\pi$ is a maximal invariant. Furthermore, we introduce and discuss the algebraic concept of structural sufficiency. This gives rise to an example of a transformation model where $(t, \pi)$ is nonsufficient.
@article{1176347011,
author = {Christian, Niels and Jespersen, Bang},
title = {On the Structure of Transformation Models},
journal = {Ann. Statist.},
volume = {17},
number = {1},
year = {1989},
pages = { 195-208},
language = {en},
url = {http://dml.mathdoc.fr/item/1176347011}
}
Christian, Niels; Jespersen, Bang. On the Structure of Transformation Models. Ann. Statist., Tome 17 (1989) no. 1, pp. 195-208. http://gdmltest.u-ga.fr/item/1176347011/