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On two definitions of identification

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Florens, J-P [Université d'Aix Marseille] Mouchart, Michel [UCL] Rolin, Jean-Marie [UCL]

Summary. The paper analyzes the connection between the identification of a statistical experiment defined by the injectivity of the sampling probability indexation and by the minimal sufficiency of the c-field characterizing the parametrization. If the parameter space is a BLACKWELL space and if the observation generates a separable 7-field, these two concepts are proved to be equivalent.

Document type Article de périodique (Journal article) – Article de recherche
Publication date 1985
Language Anglais
Journal information "Statistics : a journal of theoretical and applied statistics" - Vol. 16, no.2, p. 213-218 (1985)
Peer reviewed yes
Publisher Taylor & Francis Ltd. ((United Kingdom) Abingdon)
issn 0233-1888
e-issn 1029-4910
Publication status Publié
Affiliations Université d'Aix Marseille - G.R.E.Q.E.
UCL - EUEN/CORE - Center for operations research and econometrics
UCL - SC/MATH - Département de mathématique
Keywords Identification ; Blackwell space ; Sufficiency ; Atoms
Links
  1. Barankin Edward W., Sufficient parameters: Solution of the minimal dimensionality problem, 10.1007/bf01733119
  2. Blackwell, D. 1956.On a Class of Probability Spaces, 1–6. Berkeley: University of California Press.
  3. Bunke H., Bunke O., Identifiability and Estimability, 10.1080/02331887408801160
  4. Dellachebie C., Probability ei potentiel (1975)
  5. Fisheb F. M., The Identification Problem in Econometrics. (1966)
  6. Elobehs J. P., Reduction of Bayesian Experiments (1977)
  7. Mouchabt M., with Statistical Applications, 4 (1984)
  8. Picci Giorgio, Some Connections Between the Theory of Sufficient Statistics and the Identifiability Problem, 10.1137/0133025
  9. Rothenberg Thomas J., Identification in Parametric Models, 10.2307/1913267
  10. Schonfeld P., A Survey of Recent Concepts of Identification (1975)
Bibliographic reference Florens, J-P ; Mouchart, Michel ; Rolin, Jean-Marie. On two definitions of identification. In: Statistics : a journal of theoretical and applied statistics, Vol. 16, no.2, p. 213-218 (1985)
Permanent URL http://hdl.handle.net/2078.1/125064