Decomposition and Invariance of Measures, and Statistical Transformation Models (Lecture Notes in Statistics, 58)

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

ISBN 10: 0387971319 / ISBN 13: 9780387971315

Published by Springer, 1989

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Bibliographic Details

• Title: Decomposition and Invariance of Measures, and Statistical Transformation Models (Lecture Notes in Statistics, 58)
• Publisher: Springer
• Publication Date: 1989
• Language: English
• ISBN 10: 0387971319
• ISBN 13: 9780387971315
• Binding: Soft cover
• Condition: good

About this title

Synopsis

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.