On Stochastic Transformation Models.

Han-Ping Li (1)

1 IRMA - Institut de Recherche Mathématique Avancée

In this paper, the non-parametrical transformation model is introduced and studied in comparison with the parametrical transformation model and semi-parametrical transformation model. The semi-parametrical transformation model and non-parametrical transformation model are characterized in term of stochastic transformations, with the independence in the first model, without the independence in the second one. The semi-parametrical transformation model is also characterized as the weak cloture of the convex envelope of the parametrical transformation model. The LeCam deficiency is also considered.

Mots clés: deficiency; group model

Mots clés: "group model; transformation model; deficiency"

Domaines: Statistiques [math.ST]

Han-Ping Li. On Stochastic Transformation Models.. 1997. ⟨hal-00129566⟩