Strong consistency and optimality for generalized estimating equations with stochastic covariates

Laura Dumitrescu, Ioana Schiopu Kratina

Publication date: 14 November 2017

Abstract: 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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