Sufficiency, ancillarity and independence in invariant models

DOI10.1016/0378-3758(90)90095-CzbMath0712.62004OpenAlexW1983377805WikidataQ127359401 ScholiaQ127359401MaRDI QIDQ749060

R. V. Ramamoorthi

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90095-c

zbMATH Keywords

independenceequivariantancillaritymaximal invariantBasu type theoremnon-null robustnessnull robustness

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05)

Related Items (1)

A class of multivariate power skew symmetric distributions: properties and inference for the power-parameter

Cites Work

• A condition for null robustness
• Distribution of eigenvalues in multivariate statistical analysis
• Nonnull and optimality robustness of some tests
• Representation of invariant measures
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Sufficiency, ancillarity and independence in invariant models