Decomposition and Invariance of Measures, and Statistical...
Barndorff-Nielsen, Ole E / Eriksen, Poul S. / Blaesild, Preben
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 ...