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About: Stochastic equicontinuity     Goto   Sponge   NotDistinct   Permalink

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In estimation theory in statistics, stochastic equicontinuity is a property of estimators (estimation procedures) that is useful in dealing with their asymptotic behaviour as the amount of data increases. It is a version of equicontinuity used in the context of functions of random variables: that is, random functions. The property relates to the rate of convergence of sequences of random variables and requires that this rate is essentially the same within a region of the parameter space being considered.