Uniform convergence in probability of empirical criteria on a compact set proves consistency for minimizers in that set; it does not confine a minimizer over a larger domain. A bounded identifiable regression function can approach its true value again at infinity. For median regression, has unique zero at zero, but a small positive fitted sample median has a second solution . This solution diverges as , although uniform convergence on any fixed compact interval holds. Constraining the estimator, or proving suitable global separation and localization, repairs the argument.

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