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...