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Comparison and equality of generalized ψ-estimators
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Journal Article
Comparison and equality of generalized ψ-estimators
2025
Overview
We solve the comparison problem for generalized ψ-estimators introduced by Barczy and Páles (arXiv: 2211.06026, 2022). Namely, we derive several necessary and sufficient conditions under which a generalized ψ-estimator less than or equal to another ψ-estimator for any sample. We also solve the corresponding equality problem for generalized ψ-estimators. We also apply our results for some known statistical estimators such as for empirical expectiles and Mathieu-type estimators and for solutions of likelihood equations in case of normal, a Beta-type, Gamma, Lomax (Pareto type II), lognormal and Laplace distributions.
Publisher
Springer Nature B.V
Subject
