Strong consistency and optimality for generalized estimating equations with stochastic covariates
classification
🧮 math.ST
stat.TH
keywords
estimatingconsistencyfunctionsgeneralizedstrongarticleasymptoticallycharacterize
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In this article we study the existence and strong consistency of GEE estimators, when the generalized estimating functions are martingales with random coefficients. Furthermore, we characterize estimating functions which are asymptotically optimal.
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