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EL PRINCIPIO DE EQUIVARIANZA: CONCEPTOS Y APLICACIONES
THE PRINCIPLE OF EQUIVARIANCE: CONCEPTS AND APPLICATIONS
O PRINCÍPIO DA EQUIVARIÂNCIA: CONCEITOS E APLICAÇÕES
Keywords:
estimación equivariante, familia de localización-escala, función de pérdida, modelos lineales, estimación insesgada de varianza mínima (es)Equivariant estimation, Location-scale families, Loss function, Linear models, Minimum variance unbiased estimator (en)
Estimação equivariante, família de localização-escala, função de perda, modelos lineares, estimador não viciado de variância uniformemente mínima (pt)
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1 Departamento de Estatística e Matemática aplicada, Universidade Federal do Ceará, Forteleza, Brasil e Instituto de Matemática e Estatística, Universidade de São Paulo, São Paulo, Brasil, Professor assistente. E-mail: juvencio@ime.usp.br
2 Instituto de Matemática e Estatística, Universidade de São Paulo, São Paulo, Brasil, Aluno de doutorado do curso de estatística. E-mail: cnaber@ime.usp.br
Neste trabalho apresentamos uma revisão do princípio da estima,cão equivariante e algumas de suas aplica,cões na família de localiza,cão-escala e em modelos lineares. Consideramos também o estimador não viciado de variância uniformemente mínima em modelos lineares. Vários exemplos são apresentados para ilustrar o uso destes métodos.
Palavras chave: Estima,cão equivariante, família de localiza,cão-escala, fun,cão de perda, modelos lineares, estimador não viciado de variância uniformemente mínima.
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.
Key words: Equivariant estimation, Location-scale families, Loss function, Linear models, Minimum variance unbiased estimator
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REFERÊNCIAS
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Copyright (c) 2006 Revista Colombiana de Estadística
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