Atlas home || Conferences | Abstracts | about Atlas

SCRA 2006-FIM XIII-Thirteenth International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques
September 1-4, 2006
New University of Lisbon-Tomar Polytechnic Institute
Lisbon-Tomar, Portugal

Organizers
Sat Gupta, Carlos Coelho and Satya Mishra

View Abstracts
Conference Homepage

Degrees of Invariance in Statistical Models
by
García García, Gloria M.
Department of Economics and Business. Pompeu Fabra University
Coauthors: Oller Sala, Josep M.

In this work we examine the situation when a family of probability distributions PQ is not is not necessarily invariant under the perturbation given by a class G which contains the identity transformation and has some continuity properties to be specified.

For g in G and q in Q, we consider the setting in which g Pq are not in PQ even for g in the neighborhood of identity and explore the deviation, after a suitable rescaling, of g Pq from PQ. The form of rescaling is the focus of our study.

We illustrate the previous ideas by examining the departure of a Normal linear model from an extended model, those which considers an extra factor, and determine a convenient class of estimators for this setting in the context of invariance in degree.

Date received: July 7, 2006

Copyright © 2006 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cath-10.