Maximal Invariant and Weakly Equivariant Estimators
Mehdi Shams, Mahdi Emadi, N. R. Arghami · Communication in Statistics- Theory and Methods · 2015
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.