Axiomatic characterisation of generalized $\psi$-estimators

Matyas Barczy; Zsolt Páles

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arXiv · 2409.16240

Axiomatic characterisation of generalized $\psi$-estimators

Matyas Barczy·Zsolt Páles

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Abstract

We give axiomatic characterisations of generalized $\psi$-estimators and (usual) $\psi$-estimators (also called $Z$-estimators), respectively. The key properties of estimators that come into play in the characterisation theorems are the symmetry, the (strong) internality and the asymptotic idempotency. In the proofs, a separation theorem for Abelian subsemigroups plays a crucial role.

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Matyas Barczy, Zsolt Páles. 2024-09-24. Axiomatic characterisation of generalized $\psi$-estimators. https://arxiv.org/abs/2409.16240

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