content_image/309165.jpg content_image/309164.jpg content_image/309160.jpg content_image/309161.jpg content_image/309162.jpg
N ( 0 , A − $^{1}$BA − $^{1}$) with 

and 

<img src='content_image/309165.jpg'>

<img src='content_image/309164.jpg'>

these expectations are taken with respect to the true parameters ( Θ$_{0}$ , Σ$_{0}$ ) . Without loss of generality we can eliminate the factor 2 Σ − 1 in (17); then it is easy to see that (16) holds. To derive (15) we use differentials again: 

<img src='content_image/309160.jpg'>

<img src='content_image/309161.jpg'>

so 

<img src='content_image/309162.jpg'>

