3.5 Consistency of approximate M-estimators of ψ type. As in Sec. 3.3, let (X, A, P) be a probability space and Θ a locally compact separable metric space. Let ψ(θ, x) be a function of x in X and θ ∈ Θ with values in a Euclidean space R m. Let X 1 , X 2 ,. .. be independent with values in X and distribution P. A sequence of estimators T n := T n (X 1 ,. .. , X n) with values in Θ will be called...