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
Information
Published: August, 1971
First available in Project Euclid: 27 April 2007
zbMATH: 0225.62003
MathSciNet: MR287636
Digital Object Identifier: 10.1214/aoms/1177693244
Rights: Copyright © 1971 Institute of Mathematical Statistics
