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Equivariant estimation

Publication at Faculty of Mathematics and Physics |
2012

Abstract

Chapter in Encyclopedia of Environmetrics describes the principle of equivariance, often accepted in the statistical estimation. It contains the sections: Group Invariance and Equivariance; Minimum Risk Equivariant Estimators; Maximal Invariants and Pitman's Estimator of Location; Affine-equivariance in Multivariate Models; Equivariant Functionals.