English

Axiomatic characterisation of generalized $\psi$-estimators

Statistics Theory 2026-03-09 v2 Statistics Theory

Abstract

We give axiomatic characterisations of generalized ψ\psi-estimators and (usual) ψ\psi-estimators (also called ZZ-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

R2 v1 2026-06-28T18:55:32.520Z