Axiomatic characterisation of generalized $ψ$-estimators
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866911490822373376 |
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| author | Barczy, Matyas Páles, Zsolt |
| author_facet | Barczy, Matyas Páles, Zsolt |
| contents | We give axiomatic characterisations of generalized $ψ$-estimators and (usual) $ψ$-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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_16240 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Axiomatic characterisation of generalized $ψ$-estimators Barczy, Matyas Páles, Zsolt Statistics Theory 62A01, 62F10, 26E60 We give axiomatic characterisations of generalized $ψ$-estimators and (usual) $ψ$-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. |
| title | Axiomatic characterisation of generalized $ψ$-estimators |
| topic | Statistics Theory 62A01, 62F10, 26E60 |
| url | https://arxiv.org/abs/2409.16240 |