Z-estimator
= Z-estimator
{c}
A Z-estimator is a root of an estimating equation. Under differentiability, identification, and a central limit theorem, its first-order expansion has sandwich covariance.
= Z-estimator
{c}
A Z-estimator is a root of an estimating equation. Under differentiability, identification, and a central limit theorem, its first-order expansion has sandwich covariance.