Some remarks on sufficiency, invariance and conditional independence

Some remarks on sufficiency, invariance and conditional independence

A. G. Nogales and J. A. Oyola

Source: Ann. Statist. Volume 24, Number 2 (1996), 906-909.

Abstract

In this paper results and counterexamples are given to study the relationship between some conditions which appear in the literature on sufficiency, invariance and conditional independence.

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Primary Subjects: 62B05

Secondary Subjects: 62A05

Keywords: Sufficiency; invariance; conditional independence

Full-text: Open access

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aos/1032894473
Mathematical Reviews number (MathSciNet): MR1394996
Digital Object Identifier: doi:10.1214/aos/1032894473
Zentralblatt MATH identifier: 0859.62009

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References

BERK, R. H. 1972. A note on sufficiency and invariance. Ann. Math. Statist. 43 647 650. Z.

Zentralblatt MATH: 0254.62002

HALL, W. J., WIJSMAN, R. A. and GHOSH, J. K. 1965. The relationship between sufficiency and invariance with applications in sequential analysis. Ann. Math. Statist. 36 575 614. Z.

Zentralblatt MATH: 0227.62007

Mathematical Reviews (MathSciNet): MR178552

Digital Object Identifier: doi:10.1214/aoms/1177700169

Project Euclid: euclid.aoms/1177700169

LANDERS, D. and ROGGE, L. 1973. On sufficiency and invariance. Ann. Statist. 1 543 544. Z.

Mathematical Reviews (MathSciNet): MR51:14330

Zentralblatt MATH: 0258.62005

Digital Object Identifier: doi:10.1214/aos/1176342420

Project Euclid: euclid.aos/1176342420

LEHMANN, E. L. 1986. Testing Statistical Hy potheses, 2nd ed. Wiley, New York.

Mathematical Reviews (MathSciNet): MR852406

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