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Barczy Mátyás: Axiomatic characterisation of generalized ψ-estimators

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Wednesday, 5. March 2025, 14:00 - 16:00
Abstract: We introduce the notion of generalized ψ-estimators as unique points of sign change of some appropriate functions. This notion is a generalization of usual ψ-estimators (also called Z-estimators). We give necessary as well as sufficient conditions for the (unique) existence of generalized ψ-estimators.
Furthermore, we obtain axiomatic characterisations of generalized ψ-estimators and (usual) ψ-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. This is a joint work with Zsolt Páles.
Location : Riesz terem

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