Sufficiency, ancillarity and independence in invariant models
DOI10.1016/0378-3758(90)90095-CzbMATH Open0712.62004OpenAlexW1983377805WikidataQ127359401 ScholiaQ127359401MaRDI QIDQ749060FDOQ749060
Authors: 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
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Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sufficient statistics and fields (62B05)
Cites Work
- Title not available (Why is that?)
- Distribution of eigenvalues in multivariate statistical analysis
- Title not available (Why is that?)
- Representation of invariant measures
- Nonnull and optimality robustness of some tests
- Title not available (Why is that?)
- The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis
- A condition for null robustness
Cited In (5)
- Sufficiency and ancillarity in characterization problems
- A class of multivariate power skew symmetric distributions: properties and inference for the power-parameter
- Extensions to Basu's theorem, factorizations, and infinite divisibility
- Imposing Independence Constraints in the CP Model
- Ignorable common information, null sets and Basu's first theorem
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