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Consistent solution 1 asymptotic normality 1 iteratively reweighted least squares 1 maximum likelihood 1 multivariate data 1 nonidentically distributed data 1 robust estimation 1
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Jennrich, Robert I. 1 Yuan, Ke-Hai 1
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Journal of Multivariate Analysis 1
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Asymptotics of Estimating Equations under Natural Conditions
Yuan, Ke-Hai; Jennrich, Robert I. - In: Journal of Multivariate Analysis 65 (1998) 2, pp. 245-260
In a variety of statistical problems one needs to solve an equation in order to get an estimator. We consider the large sample properties of such estimators generated from samples that are not necessarily identically distributed. Very general assumptions that lead to the existence, strong...
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