On the existence of uniformly consistent estimates
On the existence of uniformly consistent estimates
Let <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="script upper M"> <mml:semantics> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi class="MJX-tex-caligraphic" mathvariant="script">M</mml:mi> </mml:mrow> <mml:annotation encoding="application/x-tex">\mathcal {M}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be a family of probability measures on <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="left-parenthesis German upper X comma script upper A right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mo stretchy="false">(</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="fraktur">X</mml:mi> </mml:mrow> …