Department of Statistical Science, University College London, Gower Street, London WC1E 6BT, UK.
Interface Focus. 2011 Dec 6;1(6):871-85. doi: 10.1098/rsfs.2011.0057. Epub 2011 Sep 8.
Estimating functions provide a very general framework for statistical inference, and are particularly useful when one is either unable or unwilling to specify a likelihood function. This paper aims to provide an accessible review of estimating function theory that has potential for application to the analysis and modelling of a wide range of complex systems. Assumptions are given in terms that can be checked relatively easily in practice, and some of the more technical derivations are relegated to an online supplement for clarity of exposition. The special case of the generalized method of moments is considered in some detail. The main points are illustrated by considering the problem of inference for a class of stochastic rainfall models based on point processes, with simulations used to demonstrate the performance of the methods.
估计函数为统计推断提供了一个非常通用的框架，当无法或不愿指定似然函数时，它特别有用。本文旨在提供一个易于理解的估计函数理论综述，该理论有可能应用于广泛的复杂系统的分析和建模。假设是以相对容易在实践中检查的术语给出的，并且一些更技术性的推导被归入在线补充材料中，以清晰地说明问题。还详细考虑了广义矩方法的特殊情况。通过考虑基于点过程的一类随机降雨模型的推断问题来说明主要要点，并使用模拟来演示这些方法的性能。
