Iterative estimating equations: Linear convergence and asymptotic properties

DOI10.1214/009053607000000208zbMath1126.62025arXiv0712.0901OpenAlexW1973570505MaRDI QIDQ2466689

Yihui Luan, Jiming Jiang, You-Gan Wang

Publication date: 16 January 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0901

zbMATH Keywords

iterative algorithmconsistencylongitudinal dataasymptotic efficiencysemiparametric regressionlinear convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (9)

Asymptotic results with estimating equations for time-evolving clustered data ⋮ A new GEE method to account for heteroscedasticity using asymmetric least-square regressions ⋮ Functional mixed effects wavelet estimation for spectra of replicated time series ⋮ Unnamed Item ⋮ Longitudinal data analysis using the conditional empirical likelihood method ⋮ Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data ⋮ Iterative estimating equations: Linear convergence and asymptotic properties ⋮ How Many Iterations are Sufficient for Efficient Semiparametric Estimation? ⋮ Model selection in linear mixed models

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