We prove the following: (1) If κ is weakly inaccessible then NSκ is not κ+-saturated. (2) If κ is weakly inaccessible and θ < κ is regular then NSθ κ is not κ +saturated. (3) If κ is singular then NS κ+ is not κ++-saturated. Combining this with previous results of Shelah, one obtains the following: (A) If κ > א1 then NSκ is not κ+-saturated. (B) If θ+ < κ then NSθ κ is not κ +-saturated.

We are proving the following: (1) If κ is a weakly inaccessible then NSκ is not κ -saturated. (2) If κ is a weakly inaccessible and θ < κ is regular then NS κ is not κ saturated. (3) If κ is singular then NS κ+ is not κ-saturated. Combining this with previous results of Shelah, one obtains the following: (A) If κ > א1 then NSκ is not κ -saturated. (B) If θ < κ then NS κ is not κ -saturated.

Assumptions on a likelihood function, including a local GlivenkoCantelli condition, imply the existence of M-estimators converging to an Mfunctional. Scatter matrix-valued estimators, defined on all empirical measures on R for d ≥ 2, and equivariant under all, including singular, affine transformations, are shown to be constants times the sample covariance matrix. So, if weakly continuous, they...