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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
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Decomposition and Invariance of Measures, and Statistical Transformation Models

Decomposition and Invariance of Measures, and Statistical Transformation Models

Blaesild, Preben
Eriksen, Poul S.
Barndorff-Nielsen, Ole E.

Paperback

Series: Lecture Notes in Statistics, Book 58

General MathematicsProbability & Statistics

ISBN10: 0387971319
ISBN13: 9780387971315
Publisher: Springer
Published: Nov 22 1989
Pages: 147
Weight: 0.58
Height: 0.34 Width: 6.69 Depth: 9.61
Language: English
The present set of notes grew out of our interest in the study of statistical transformation models, in particular exponential transfor- mation models. The latter class comprises as special cases all fully tractable models for mUltivariate normal observations. The theory of decomposition and invariance of measures provides essential tools for the study of transformation models. While the major aspects of that theory are treated in a number of mathematical monographs, mostly as part of much broader contexts, we have found no single account in the literature which is sufficiently comprehensive for statistical pur- poses. This volume aims to fill the gap and to indicate the usefulness of measure decomposition and invariance theory for the methodology of statistical transformation models. In the course of the work with these notes we have benefitted much from discussions with steen Arne Andersson, J0rgen Hoffmann-J0rgensen and J0rgen Granfeldt Petersen. We are also very indebted to Jette Ham- borg and Oddbj0rg Wethelund for their eminent secretarial assistance.

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