Partial sufficiency with connection to the identification problem

Abderrahim Oulhaj, Michel Mouchart

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

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 languageEnglish
Pages (from-to)267-283
Number of pages17
JournalMetron
Volume61
Issue number2
Publication statusPublished - 2003
Externally publishedYes

Keywords

  • Identification
  • Partial observability
  • S-sufficiency
  • Sufficiency
  • Sufficient parameter

ASJC Scopus subject areas

  • Statistics and Probability

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