Equivariant estimators and their asymptotic representations

Year, pages: 1999, 1 - 9

We apply the results of Jurečková and Milhaud (1999) [J. Jurečková, X. Milhaud: Characterization of distributions in invariant models, J. Statist. Plann. Inference 75 (1999), 353–361] on the characterization of (generally nonnormal) distributions in invariant models to location and regression equivariant estimators and arrive at special form of the convolution theorem. In the location model, we derive an interesting characterization of the distribution of a general sample statistic.

Jurečková, J. 1999. Equivariant estimators and their asymptotic representations. In Tatra Mountains Mathematical Publications, vol. 17, no.3, pp. 1-9. 1210-3195.

Jurečková, J. (1999). Equivariant estimators and their asymptotic representations. Tatra Mountains Mathematical Publications, 17(3), 1-9. 1210-3195.