Invariant estimation of functions

DOI10.2307/3314877MaRDI QIDQ3719630zbMATH OpenOpenAlexFDO

Authors Peter M. Hooper

Publication date 1985

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

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

zbMATH Keywords

conditional propertiesconfidence and prediction regionsdistribution functionseventsHunt-Stein theoremsinvariance groupminimum-risk invariant estimatorsprocedurequantilesRao-Blackwell theoremsuperrelevant betting

Mathematics Subject Classification ID

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

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Cites work

• A conditional property of invariant confidence and prediction regions
• A representation of Bayes invariant procedures in terms of Haar measure
• Admissibility implications for different criteria in confidence estimation
• Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population
• Amenability: A survey for statistical applications of hunt-stein and related conditions on groups
• Application of an adequate statistic to the invariant prediction region
• Bayes Estimation with Convex Loss
• Conditional properties of statistical procedures
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Some Minimax Invariant Procedures for Estimating a Cumulative Distribution Function
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

Cited in

(6)

• On optimal estimation with respect to a large family of cost functions
• Invariant continuous aggregation functions
• scientific article; zbMATH DE number 4007472 (Why is no real title available?)
• Conditional properties of prediction intervals
• scientific article; zbMATH DE number 2221118 (Why is no real title available?)
• A conditional property of invariant confidence and prediction regions

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