Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case
In this paper, we present some Bayesian results about the stability under products of the concepts of sufficiency, minimal sufficiency and completeness, extending frequentist results by Chacón et al. [2006. A note on minimal sufficiency. Statist. Sinica 16 (1), 7-14] and Landers and Rogge [1976. A n...
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Published in | Statistics & probability letters Vol. 77; no. 7; pp. 710 - 716 |
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Main Authors | , , , |
Format | Journal Article |
Language | English |
Published |
Elsevier
01.04.2007
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Series | Statistics & Probability Letters |
Subjects | |
Online Access | Get full text |
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Summary: | In this paper, we present some Bayesian results about the stability under products of the concepts of sufficiency, minimal sufficiency and completeness, extending frequentist results by Chacón et al. [2006. A note on minimal sufficiency. Statist. Sinica 16 (1), 7-14] and Landers and Rogge [1976. A note on completeness, Scand. J. Statist. 3, 139]. These results are used to throw some light on the study of the relationship between minimal sufficiency and invariance, a question that, in a classical setting, has been considered in the first of the former papers and in Hall et al. [1965. The relationship between sufficiency and invariance with applications in sequential analysis. Ann. Math. Statist. 36, 575-614]. |
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ISSN: | 0167-7152 1879-2103 |
DOI: | 10.1016/j.spl.2006.11.015 |