Comparison and Equality of Bajraktarevi´c-type ψ-estimators
Accepted - January 2024
Keywords:
ψ-estimator, Z-estimator, comparison of estimators, equality of estimators, quasi-arithmetic-type estimator, Bajraktarević-type ψ-estimatorsAbstract
We solve the comparison problem for Bajraktarević-type ψ-estimators introduced by Barczy and Páles in 2022. Namely, we derive several necessary and sufficient conditions under which a Bajraktarević-type ψ-estimator is less than or equal to another Bajraktarević-type ψ-estimator for any sample. We also solve the corresponding equality problem. As an important particular case, we obtain the solutions of the two problems in question for quasi-arithmetic-type ψ-estimators.
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