Epi-convergence in distribution and stochastic equi-semicontinuity
نویسنده
چکیده
Epi-convergence in distribution is a useful tool in establishing limiting distributions of \argmin" estimators; however, it is not always easy to nd the epi-limit of a given sequence of objective functions. In this paper, we deene the notion of stochastic equi-lower-semicontinuity of a sequence of random objective functions. It is shown that epi-convergence in distribution and nite dimensional convergence in distribution (to a given limit) of a sequence of random objective functions are equivalent under this condition.
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تاریخ انتشار 1997