Asymptotic properties of GEE with diverging dimension of covariates

In this paper, for the generalized estimating equation (GEE) with diverging number of covariates, the asymptotic properties of GEE estimator are considered. Under the weaker assumption on the minimum eigenvalue of Fisher information matrix and some other regular conditions, we prove the asymptotic existence, consistency and asymptotic normality of the GEE estimator and the asymptotic distribution of the test statistics of linear combination of the unknown parameters. The results are illustrated by Monte-Carlo simulations.