For M-, L-, and R-estimators of β, show that whenever the probability density function has a finite Fisher information (matrix), (8.20) holds. Is this condition true for the multivariate...

For M-, L-, and R-estimators of β, show that whenever the probability density function has a finite Fisher information (matrix), (8.20) holds. Is this condition true for the multivariate t-distribution or the mixture model in Problems 8.2.4–8.2.8?