Equivariant estimator

ID: equivariant-estimator

An estimator respects the group action if the displayed identity holds. If it takes values in the transformation group itself, normalization is a maximal invariant: equivariance proves invariance, and equality of normalized samples reconstructs the transformation between them. For estimates in a homogeneous parameter space with a nontrivial stabilizer, normalization is defined only modulo that stabilizer; quotienting the remaining action is essential.

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