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