Equivariant estimation in a model with an ancillary statistic
type: Item
instance of: scholarly article
title: Equivariant estimation in a model with an ancillary statistic
zbMATH Open document ID: 0697.62020
author: Takeaki Kariya
published in: The Annals of Statistics
publication date: 1989-01-01T00:00:00Z
review text: The author considers a model generated as an orbit under a group acting on the parameter space. A result due to \textit{R. B. Hora} and \textit{R. J. Buehler} [Ann. Math. Statistics 37, 643-656 (1966; Zbl 0148.138)] is generalized which concerns equivariant estimations in a model with an ancillary statistic. The established property of the estimation is used in the investigation of a model concerning the Nile problem, in a model with known variation coefficient, in a circle model and in the GMANOVA model.
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 4143238
zbMATH Keywords: best equivariant estimator
zbMATH Keywords: sufficient statistic
zbMATH Keywords: curved model
zbMATH Keywords: MLE
zbMATH Keywords: normal model
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: equivariant estimations
zbMATH Keywords: ancillary statistic
zbMATH Keywords: Nile problem
zbMATH Keywords: model with known variation coefficient
zbMATH Keywords: circle model
zbMATH Keywords: GMANOVA model
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176347151
OpenAlex ID: W2046476693
DOI: 10.1214/AOS/1176347151
description: scientific article; zbMATH DE number 4143238