Abstract
Let MΘX = (RX ,X,PΘ = {Pθ: θ ε Θ}) be a parametrized statistical model and g: Θ → G be a non-injective function characterizing a parameter of interest. The basic idea of partial sufficiency is to find a (minimal) statistic sufficient for making inference on g(θ). Following Fraser (1956), Barndorff-Nielsen (1978) has defined a concept of S-sufficiency. Our contribution is first to establish the connection between S-sufficiency and the identification concept. Second, we establish some properties of S-sufficiency, in particular we compare the properties of sufficiency for the complete parameter with those of S-sufficiency.
Original language | English |
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Pages (from-to) | 267-283 |
Number of pages | 17 |
Journal | Metron |
Volume | 61 |
Issue number | 2 |
Publication status | Published - 2003 |
Externally published | Yes |
Keywords
- Identification
- Partial observability
- S-sufficiency
- Sufficiency
- Sufficient parameter
ASJC Scopus subject areas
- Statistics and Probability