Local linear estimating equations: uniform consistency and rate of convergence

摘要

In this paper, uniform consistency of estimators obtained from kernel-based local linear estimating equations is derived. Furthermore, it is shown that the rate of convergence is at least n~(1/3) for a suitable choice of bandwidth. These results are used to find asymptotic results for the integral of the estimator. As an application, we consider an 'inverse probability of missingness reweighted estimating equation' estimator.