Parametric Model - Regular Parametric Model

Let μ be a fixed σ-finite measure on a probability space (Ω, ℱ), and the collection of all probability measures dominated by μ. Then we will call a regular parametric model if the following requirements are met:

  1. Θ is an open subset of Rk.
  2. The map
    from Θ to L2(μ) is Fréchet differentiable: there exists a vector such that
    \lVert s(\theta+h) - s(\theta) - \dot{s}(\theta)'h \rVert = o(|h|)\ \ \text{as }h \to 0,
    where ′ denotes matrix transpose.
  3. The map (defined above) is continuous on Θ.
  4. The k×k Fisher information matrix
    is non-singular.

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