# Equivariant estimator

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A statistical point estimator that preserves the structure of the problem of statistical estimation relative to a given group of one-to-one transformations of a sampling space.

Suppose that in the realization of a random vector , the components of which are independent, identically distributed random variables taking values in a sampling space , , it is necessary to estimate the unknown true value of the parameter . Next, suppose that on acts a group of one-to-one transformations such that In turn, the group generates on the parameter space a so-called induced group of transformations , the elements of which are defined by the formula Let be a group of one-to-one transformations on such that Under these conditions it is said that a point estimator of is an equivariant estimator, or that it preserves the structure of the problem of statistical estimation of the parameter with respect to the group , if The most interesting results in the theory of equivariant estimators have been obtained under the assumption that the loss function is invariant with respect to .

How to Cite This Entry:
Equivariant estimator. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Equivariant_estimator&oldid=15622
This article was adapted from an original article by M.S. Nikulin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article