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Axiomatic Characterisation of Generalized $\Psi$-estimators by Barczy, Matyas; Páles, Zsolt is a scholarly article available to read on EtoBox.

What is Axiomatic Characterisation of Generalized $\Psi$-estimators about?

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.

Author

Barczy, Matyas; Páles, Zsolt

Published

2024

Language

EN