The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

Cited in

(46)

Sufficiency and invariance
Invariant prediction regions with smallest expected measure
Invariance and independence in multivariate distribution theory
On the ratio integral formula for the likelihood ratio of a maximal invariant
On partial sufficiency: A review
Invariant prediction rules and an adequate statistic
A review of optimality of multivariate tests
Most powerful invariant permutation tests
Statistical properties of the normal law on groups and invariant sufficiency
Strong invariance under a Bayesian point of view.
Some counterexamples concerning sufficiency and invariance
Some remarks on sufficiency, invariance and conditional independence
Application of an adequate statistic to the invariant prediction region
Exhaustivity, completeness and almost invariance.
On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view
On weakly equivariant estimators
On the equivariance criterion in statistical prediction
Stability under products of sufficient, minimal sufficient and complete \(\sigma\)-fields in the Bayesian case
Bayesian sufficiency in survey-sampling
Sir David Cox: a wise and noble statistician (1924--2022)
scientific article; zbMATH DE number 3835112 (Why is no real title available?)
Sequential Probability Ratio Tests Based on Improper Priors
On sequential estimation of the mean of a multidimensional gaussian process
The Contributions of Robert A. Wijsman to Sequential Analysis
Sufficiency of a sufficient statistic for equivariant estimation
CONDITIONING IN DYNAMIC MODELS
Invariant estimation of functions
scientific article; zbMATH DE number 3673346 (Why is no real title available?)
Sequential procedures in identification
Direct computation of the performance of sequential procedures based on a sequence of_t-statistics, with application to a confidence interval for μ/σ in a normal population
On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields
Probabilistic symmetries and invariant neural networks
Statistical causality and local uniqueness for solutions of the martingale problem
Life and work of Bhaskar Kumar Ghosh
Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen
Maximal invariant and weakly equivariant estimators
On SPRT and RSPRT for the unknown mean in a normal distribution with equal mean and variance
Sequential analysis of variance for irregular designs: some Monte Carlo results
Minimum Riemannian risk equivariant estimator for the univariate normal model
A class of multivariate power skew symmetric distributions: properties and inference for the power-parameter
E-statistics, group invariance and anytime-valid testing
Some aspects of statistical causality
Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
Sufficiency, ancillarity and independence in invariant models
A condition for null robustness
Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models

This page was built for publication: The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5634708)