Asymptotic behavior of parameter estimators of a multivariate discontinuous density

We study the asymptotic behavior of Bayesian and maximum likelihood estimators of the parameter when the density function f(x, ) for each fixed x has discontinuities in on some surface.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 74, pp. 83–107, 1977.