Asymptotics of estimating equations under natural conditions.

DOI10.1006/jmva.1997.1731zbMath1126.62329MaRDI QIDQ1264523

Ke-Hai Yuan, Robert I. Jennrich

Publication date: 29 September 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1731

zbMATH Keywords

asymptotic normality; robust estimation; iteratively reweighted least squares; multivariate data; Consistent solution; nonidentically distributed data, maximum likelihood

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

Related Items

Parameter Orthogonality and Bias Adjustment for Estimating Functions, Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference, Inference in generalized linear regression models with a censored covariate, Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model, Semiparametric analysis of longitudinal zero-inflated count data, Model selection of generalized partially linear models with missing covariates, Robust structural equation modeling with missing data and auxiliary variables, The proportional hazards model for survey data from independent and clustered super-popu\-lations, On the two-phase framework for joint model and design-based inference, Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis, Eight test statistics for multilevel structural equation models, Robust estimation of covariance parameters in partial linear model for longitudinal data, Asymptotics for generalized estimating equations with large cluster sizes, On local estimating equations in additive multiparameter models, Asymptotic results with generalized estimating equations for longitudinal data, An implicit function approach to constrained optimization with applications to asymptotic expansions, Asymptotic robustness of standard errors in multilevel structural equation models, Ridge structural equation modelling with correlation matrices for ordinal and continuous data, The pseudo-GEE approach to the analysis of longitudinal surveys, Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Longitudinal data analysis using generalized linear models
• The strong consistency of M-estimators in linear models
• Asymptotic theory of nonlinear least squares estimation
• Robust m-estimators of multivariate location and scatter
• Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
• A theorem on uniform convergence of stochastic functions with applications
• Regression models for discrete longitudinal responses. With comments and a rejoinder by the authors
• Estimating equations in the presence of a nuisance parameter
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• A likelihood-based method for analysing longitudinal binary responses
• Asymptotic Properties of Non-Linear Least Squares Estimators
• An Optimum Property of Regular Maximum Likelihood Estimation
• Robust Statistics