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The large sample properties of the solutions of general estimating equations
  • ISSN号：1009-6124
  • 期刊名称：Journal of Systems Science and Complexity
  • 时间：2012.4
  • 页码：315-328
  • 分类：O212.1[理学—概率论与数理统计;理学—数学] O171[理学—数学;理学—基础数学]
  • 作者机构：[1]Department of Mathematics, Southeast University, Nanjing 210096, China, College of Science, Nanjing Uni-versity of Science and Technology, Nanjing 210094, China, [2]Department of Mathematics, Southeast University, Nanjing 210096, China
  • 相关基金：The project supported by BISFC 11171065, NSFJS BK2＂011058, ChinaPost-doctor; Scence-Fou-ndation 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.
  • 相关项目：具有复杂相关结构的几类统计模型的理论与应用研究
作者： 赵慧秀|林金官|
关键词： 大样本性质, 参数方程, 估计, Asymptotic normality, consistency, estimating equations, large sample property, nuisanceparameter.
中文摘要：

<正>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.

英文摘要：

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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期刊信息
  • 《系统科学与复杂性学报：英文版》
  • 主管单位:中国科学院
  • 主办单位:中国科学院系统科学研究所
  • 主编：
  • 地址：北京东黄城根北街16号
  • 邮编：100080
  • 邮箱：
  • 电话：010-62541831 62541834
  • 国际标准刊号：ISSN：1009-6124
  • 国内统一刊号：ISSN：11-4543/O1
  • 邮发代号:82-545
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,荷兰文摘与引文数据库,美国工程索引,美国科学引文索引（扩展库）,英国科学文摘数据库
  • 被引量:125