Minimum Riemannian risk equivariant estimator for the univariate normal model

DOI10.1016/S0167-7152(00)00193-0zbMath0965.62003OpenAlexW1536291525WikidataQ115339569 ScholiaQ115339569MaRDI QIDQ5930657

Josep M. Oller, Gloria García

Publication date: 31 July 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00193-0

zbMATH Keywords

Rao distanceequivariant estimatorinformation metricinvariance under group actionRiemannian risk

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

On weakly equivariant estimators

Cites Work

• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Intrinsic analysis of statistical estimation
• Riemannian center of mass and mollifier smoothing
• Group Invariance in Statistical Inference
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis
• A General Concept of Unbiasedness
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