On Consistency and Inconsistency of Estimating Equations
建立了一个通用框架,探讨由估计方程得到的估计量何时不一致,并直观地引出一致性条件,还涉及一致估计量的渐近分布,通过多个例子说明。
The primary concern is to establish a fairly general framework in which estimators resulting from estimating equations g nθ = 0 are not consistent. This leads on to consistency by an intuitive route. Asymptotic distributions of consistent estimators are also touched upon, and the results are applied to various examples.