Invariant estimation of functions

DOI10.2307/3314877zbMath0591.62024OpenAlexW2055421864MaRDI QIDQ3719630

Peter M. Hooper

Publication date: 1985

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314877

zbMATH Keywords

invariance groupquantilesRao-Blackwell theoremdistribution functionsprocedureeventsconditional propertiesHunt-Stein theoremsconfidence and prediction regionsminimum-risk invariant estimatorssuperrelevant betting

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Nonparametric estimation (62G05) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Conditional properties of prediction intervals

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A conditional property of invariant confidence and prediction regions
• Conditional properties of statistical procedures
• Application of an adequate statistic to the invariant prediction region
• A representation of Bayes invariant procedures in terms of Haar measure
• Admissibility implications for different criteria in confidence estimation
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Amenability: A survey for statistical applications of hunt-stein and related conditions on groups
• Bayes Estimation with Convex Loss
• Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function

This page was built for publication: Invariant estimation of functions