![Sample our Politics & International Relations journals, sign in here to start your FREE access for 14 days]({"type":"image" , "src" : "/sda/5947/TOC-Subject-Sample-2021-Politics-International-Relations.jpg"})
Abstract
For invariant statistical models, the use of invariant decision rules in estimation problems with an invariant loss function is prominent in the literature and is fully discussed in the books by Ferguson [2] and Zacks [7].
This paper shows that if an invariant statistical model is also a structural model, then the search for minimum risk equivariant estimator may be facilitated by means of a property enjoyed by equivariant estimators for structural models.