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Sufficiency, ancillarity and independence in invariant models

โœ Scribed by R.V. Ramamoorthi


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
316 KB
Volume
26
Category
Article
ISSN
0378-3758

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โœ Wolfgang Bischoff ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 176 KB

Consider a general linear model Y=X;+Z where Cov Z may be known only partially. We investigate carefully the notions of sufficiency, ancillarity, invariance, and equivariance and related notions for projectors in a general linear model. In this way we can prove a Basu type theorem. This result can b