Abstract
In this lecture, invariant statistical models are introduced and a variety of examples is given. Invariant testing problems and equivariant estimators are introduced. Univariate and multivariate linear models provide a host of standard examples.
Information
Published: 1 January 1989
First available in Project Euclid: 1 May 2016
Digital Object Identifier: 10.1214/cbms/1462061033
Rights: Copyright © 1989 IMS and ASA
