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Equivariant estimation in a model with an ancillary statistic. (English) Zbl 0697.62020

The author considers a model generated as an orbit under a group acting on the parameter space. A result due to R. B. Hora and R. J. Buehler [Ann. Math. Statistics 37, 643-656 (1966; Zbl 0148.138)] is generalized which concerns equivariant estimations in a model with an ancillary statistic. The established property of the estimation is used in the investigation of a model concerning the Nile problem, in a model with known variation coefficient, in a circle model and in the GMANOVA model.
Reviewer: F.Liese

MSC:

62F10 Point estimation
62A01 Foundations and philosophical topics in statistics

Citations:

Zbl 0148.138
Full Text: DOI