Regarding Remark 1 below (14.32), show the following: (i) That the M-estimators i , 0

Regarding Remark 1 below (14.32), show the following:

(i) That the M-estimators ˆ ψ−i , 0 ≤ i ≤ m, are c.u. μω at rate m

−d implies that they are c.u. at rate m

−d .

(ii) Conversely, if there is τ > 2 such that E(|ω(Y)|τ) < ∞, then the Mestimators

ˆ ψ−i

, 0

≤

i

≤

m, are c.u. at rate m

−d implies that they are c.u. μω at rate m

−d(1−2/τ ).