Abstract
Epi-convergence as appropriate setting for convergence of optimization problems and epi-convergence as characterization of weak convergence of probability measures are jointly considered to analyze the asymptotic behaviour of statistical functionals. The twofold role is key in deriving consistency for a wide class of statistical estimators which includes most of the cases of interest.
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Salinetti, G. (2001). Consistency of Statistical Estimators: the Epigraphical View. In: Uryasev, S., Pardalos, P.M. (eds) Stochastic Optimization: Algorithms and Applications. Applied Optimization, vol 54. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-6594-6_15
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DOI: https://doi.org/10.1007/978-1-4757-6594-6_15
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