On the Structure of Transformation Models
Christian, Niels ; Jespersen, Bang
Ann. Statist., Tome 17 (1989) no. 1, p. 195-208 / Harvested from Project Euclid
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.
Publié le : 1989-03-14
Classification:  Transformation models,  invariance,  equivariant mappings,  structural sufficiency,  proper action,  homogeneous space,  62A05,  62B05,  57S99
@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/