Revista Colombiana de Estadística
Print version ISSN 0120-1751
In this work we present a review under the principle of equivariant estimation and their applications to the location-scale families and some linear models. We also consider the minimum variance unbiased estimation under the linear models framework. We show some examples to illustrate the use of those methods.
Keywords : Equivariant estimation; Location-scale families; Loss function; Linear models; Minimum variance unbiased estimator.