Equivariant estimation in a model with an ancillary statistic (Q911184)
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English | Equivariant estimation in a model with an ancillary statistic |
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Equivariant estimation in a model with an ancillary statistic (English)
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1989
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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.
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best equivariant estimator
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sufficient statistic
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curved model
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MLE
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normal model
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maximum likelihood estimator
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equivariant estimations
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ancillary statistic
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Nile problem
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model with known variation coefficient
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circle model
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GMANOVA model
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