Maximal Invariant and Weakly Equivariant Estimators

M. Shams, M. Emadi and N. R. Arghami

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 6, 1293-1317

Abstract: Equivariant functions can be useful for constructing of maximal invariant statistic. In this article, we discuss construction of maximal invariants based on a given weakly equivariant function under some additional conditions. The theory easily extends to the case of two or more weakly equivariant functions. Also, we derive a maximal invariant statistic when the group contains a sharply transitive and a characteristic subgroup. Finally, we consider the independence of invariant and weakly equivariant functions under some special conditions.

Date: 2015
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DOI: 10.1080/03610926.2013.781637

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