Question: Suppose R is a real-valued function on IRk with R(y) = o(|y|p) as |y| 0, for some p > 0. If Yn is a
Suppose R is a real-valued function on IRk with R(y) = o(|y|p) as
|y| → 0, for some p > 0. If Yn is a sequence of random vectors satisfying |Yn| =
oP (1), then show R(Yn) = oP (|Yn|p). Hint: Let g(y) = R(y)/|y|p with g(0) = 0 so that g is continuous at 0; apply the Continuous Mapping Theorem.
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