Abstract

NOBRE, JUVÊNCIO  and  AZEVEDO, CAIO. The Principle of Equivariance: Concepts and Applications. Rev.Colomb.Estad. [online]. 2006, vol.29, n.2, pp. 195-220. 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.