content_image/305146.jpg content_image/305145.jpg content_image/305142.jpg content_image/305144.jpg content_image/305143.jpg
and 

<img src='content_image/305146.jpg'>

By Lemma 12 we have 

for all B ∈ R p × q and Γ ∈ S q with | Γ | = 1 such that Γ ̸ = I$_{q}$ . 

<img src='content_image/305145.jpg'>

By Lemma 9, (A.47) and the Lebesgue dominated convergence Theorem, using a standard compactness argument we can find σ$_{1}$ > σ$_{0}$ , γ > 0 and a finite number of sets, C $_{1}$, . . . , C $_{s}$, such that 

and 

By (A.49) we have 

<img src='content_image/305142.jpg'>

<img src='content_image/305144.jpg'>

<img src='content_image/305143.jpg'>

Then by (A.48) and the Law of Large Numbers we get (A.44). (A.45) is proved similarly to (A.44) and (A.46) is a consequence of Lemma 17. ■ 

Next we will give some definitions and lemmas that will be necessary to prove the asymptotic normality of MM-estimates ̂ B$_{n}$ . 

