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The large sample properties of the solutions of general estimating equations

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Abstract

This paper develops the large sample properties of the solutions of the general estimating equations which are unbiased or asymptotically unbiased or with nuisance parameters for correlated data. The authors do not make the assumption that the estimating equations come from some objective function when we establish the large sample properties of the solutions. So these results extend the work of Newey and McFadden (1994) and are more widely applicable. Furthermore, we provide some examples to justify the importance of our work.

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Authors and Affiliations

  1. Department of Mathematics, Southeast University, Nanjing, 210096, China

    Huixiu Zhao & Jinguan Lin

  2. College of Science, Nanjing University of Science and Technology, Nanjing, 210094, China

    Huixiu Zhao

Authors
  1. Huixiu Zhao
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  2. Jinguan Lin
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Corresponding author

Correspondence to Jinguan Lin.

Additional information

The project supported by NSFC 11171065, NSFJS BK2011058, China Postdoctoral Science Foundation funded project under Grant No. 2010471366, Jiangsu Planned Projects for Postdoctoral Research Funds under Grant No. 1001068C, NUST Research Funding under Grant No. 2010ZYTS071 and National Social Science Foundation of China under Grant No. 09BTJ004.

This paper was recommended for publication by Editor Guohua ZOU.

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Zhao, H., Lin, J. The large sample properties of the solutions of general estimating equations. J Syst Sci Complex 25, 315–328 (2012). https://doi.org/10.1007/s11424-012-0044-2

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  • DOI: https://doi.org/10.1007/s11424-012-0044-2

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