DRMST Objective Function
dn?(?) = n-1? c(?;xt) + kn(?)
- ? = Model Parameter Space
- c measurable wrt xt (e.g., continuous)
- c, ?c, ?2c continuous/dominated wrt ?
(e.g., satisfied if DGP bounded and ?2c continuous)
- kn measurable (e.g., continuous) wrt x1,...,xn and ?
- (n1/2)kn?0 in probability as n ? ?