Optimal equivariant estimator with respe
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S.Kalpana Bai; T.M. Durairajan
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Article
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1997
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Elsevier Science
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English
β 470 KB
Consider a family of probability distributions which is invariant under a group of transformations. In this paper, we define an optimality criterion with respect to an arbitrary convex loss function and we prove a characterization theorem for an equivariant estimator to be optimal. We illustrate thi