Minimum Riemannian risk equivariant estimator for the univariate normal model

Gloria García and Josep M. Oller

Statistics & Probability Letters, 2001, vol. 52, issue 1, 109-113

Abstract: In this paper, we prove the existence and unicity of the minimum risk equivariant estimator for the univariate normal model, under the affine group action, using the square of the Rao distance as the loss function.

Keywords: Equivariant; estimator; Information; metric; Invariance; under; the; action; of; a; group; Rao; distance; Riemannian; risk (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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