Measure Compact Sets of Functions and Consistency of Statistical Models

作者: G. Peškir

DOI: 10.1137/1138033

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摘要: Sufficient conditions for consistency of statistical models are deduced by using Frechet–Shmul’yan’s necessary and sufficient conditionally compactness relative to the topology convergence in measure being imposed on family associated densities a so-called control measure. The method relies upon facts established [4] where conditional pointwise convergence. When model under consideration admits finite measure, present become weaker easily verified. However approach fact that any yields must be nice enough such way upper oscillation infinitesimally small balls behaves smoothly distribution random phenomenon con...

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