Monotone representation and measurability of generalized
$\psi$-estimators
Monotone representation and measurability of generalized
$\psi$-estimators
We investigate the monotone representation and measurability of generalized $\psi$-estimators introduced by the authors in 2022. Our first main result, applying the unique existence of a generalized $\psi$-estimator, allows us to construct this estimator in terms of a function $\psi$, which is decreasing in its second variable. We then interpret …