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No. 12 On Theorem 2.1 in the lecture: The uniform convergence of the contrast funtions: sup |Mn(0) - M(0)| P + 0 , n +

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No. 12 On Theorem 2.1 in the lecture: The uniform convergence of the contrast funtions: sup |Mn(0) - M(0)| P + 0 , n + 00 , is assumed to show the consistency of the M-estimator: On = arg max Mn(0). Give an example of contrast functions Mn that does not converge uniformly, such that the corresponding M-estimator does not have the consistency, either

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