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Axiomatic characterisation of generalized $ψ$-estimators

Barczy, Matyas et al.
arXiv (All) · Papers
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statistics-theory
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
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