2025/106/3-4 (15)
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DOI: 10.5486/PMD.2025.10085
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pp. 499-524
Basic properties of generalized $\psi$-estimators
Authors:
Mátyás Barczy 
and Zsolt Páles
Abstract:
We establish several properties of (weighted) generalized $\psi$-estimators introduced by Barczy and Páles in 2022: mean-type, monotonicity and sensitivity properties,
bisymmetry-type inequality, and some asymptotic and continuity properties.
We also illustrate these properties by providing several examples including statistical ones as well.
Keywords: generalized $\psi$-estimator, $Z$-estimator, mean-type property, sensitivity, bisymmetry-type inequality, asymptotic properties
Mathematics Subject Classification: 62F10, 62D99, 26E60