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Define now for some positive definite matrix Ω a quadratic form 

<img src='content_image/310554.jpg'>

<img src='content_image/310553.jpg'>

Note that W ( y, g, λ, Ω) = W ( y, Mg, λ, Ω) for any non-singular matrix M ; we can choose M = S ( λ ) = diag ( λ $^{α$_{i}$}$) S. This provides 

<img src='content_image/310555.jpg'>

Suppose that Ω = Ω ( λ ) with the property that as λ → ∞ the matrix Ω = Ω $^{0}$+ o (1) , with Ω 0 a non-singular matrix. Then we can write as λ → ∞ 

<img src='content_image/310556.jpg'>

If CLDR property holds for G, ¯ G ( y ) is full rank and then 

