A note on existence and construction of invariant loss functions

DOI10.1080/02331888.2013.809719zbMath1304.62030OpenAlexW2002343916MaRDI QIDQ2934863

Haojin Zhou, Tapan K. Nayak

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.809719

zbMATH Keywords

equivariancetransformation groupmaximal invarianttarget functioninvariantly estimable

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05)

Cites Work

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• Admissibility results in loss estimation
• On improved loss estimation for shrinkage estimators
• On umvu estimation following selection
• Fiducial Theory and Invariant Estimation
• A Special Group Structure and Equivariant Estimation
• A Characterization of Invariant Loss Functions
• A General Concept of Unbiasedness

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