Forchini, Giovanni; Hillier, Grant - Centre for Microdata Methods and Practice (CEMMAP) - 2005
The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on the uniform continuity of the functional that defines the parameter in terms of the model. Recently, Pötscher (Econometrica, 70, pp 1035 - 1065) showed that estimator risk may be bounded...
