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entiable function of ω , √$_{I}$$_{(}$ ˆ h$_{z}$ − h$_{z}$ ) D −→ N ( 0 , { ∂h$_{z}$/∂ ω } T F − $^{1}${ ∂h$_{z}$/∂ ω } ) with 

and 

The asymptotic variance of ˆ h$_{z}$ is then given by 

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The asymptotic distribution of (11) is derived in a similar way. If ζ = (diag( Σ ) , diag( Ω )) , $_{then}$√$_{I}$$_{(}$ ˆ ζ − ζ ) D −→ N ( 0 , G − $^{1}$) with G = E[ { ∂ ∂ ζ log f ( y$_{i}$$_{·}$ ) }{ ∂ ∂ ζ log f ( y$_{i}$$_{·}$ ) } $^{T}$] $_{, and}$√$_{I}$$_{(}$ ˆ h$_{w}$ − h$_{w}$ ) D −→ N (0 , avar( ˆ h$_{w}$ )) with avar( ˆ h$_{w}$ ) = ( ∂h$_{w}$/∂ ζ ) T G − $^{1}$( ∂h$_{w}$/∂ ζ ) , where 

and 

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