Abstract
Maximally invariant loss functions are constructed in a decision theoretic framework, and sufficient conditions for their measurability are given.
Citation
Robert G. Staudte Jr.. "A Characterization of Invariant Loss Functions." Ann. Math. Statist. 42 (4) 1322 - 1327, August, 1971. https://doi.org/10.1214/aoms/1177693244
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