Transformation models and exponential models
As a preliminary to the discussion of transformation models we outline here some basic aspects of the theory of group actions and invariant measures. We do this without attention to some of the relevant regularity assumptions, especially those of a topological nature, but refer the reader to Barndorff-Nielsen, Blaesild and Eriksen (1987), for a mathematically rigorous and more comprehensive treatment.
KeywordsInvariant Measure Transformation Model Exponential Model Index Parameter Mixed Parameter
Unable to display preview. Download preview PDF.