NSF-CBMS Regional Conference Series in Probability and Statistics
Chapter 4: Models invariant under compact groups
Our goal here is to understand the structure of probability measures which are invariant under a compact group. In the first section, a basic representation theorem is proved and is interpreted in terms of random variables. Section 2 contains some basic examples while applications to some robustness problems are given in Section 3.
First available in Project Euclid: 1 May 2016
Permanent link to this document
Easton, Morris L. Chapter 4: Models invariant under compact groups. Group invariance in applications in statistics, 55--67, Institute of Mathematical Statistics and American Statistical Association, Haywood CA and Alexandria VA, 1989. https://projecteuclid.org/euclid.cbms/1462061034