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Argmin consistency under uniform convergence in probability

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Robust statistics M-estimator
2026-10-06  0 By others on same topic  0 Discussions Create my own version
On a compact parameter set, a continuous deterministic objective with a unique minimum has a positive separation gap outside each neighbourhood of its minimizer. Uniform convergence in probability of the random objectives bounds the deterministic objective difference at any attained random minimizer by twice the supremum discrepancy. This proves statistical consistency of each measurable minimizing selection.

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 30 / 4 / Solution

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