Axiomatic characterisation of generalized $\psi$-estimators
Statistics Theory
2026-03-09 v2 Statistics Theory
Abstract
We give axiomatic characterisations of generalized -estimators and (usual) -estimators (also called -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.
Cite
@article{arxiv.2409.16240,
title = {Axiomatic characterisation of generalized $\psi$-estimators},
author = {Matyas Barczy and Zsolt Páles},
journal= {arXiv preprint arXiv:2409.16240},
year = {2026}
}
Comments
20 pages