1, l) into : f, c G, (r,, fh, G,.) a fh(x) d>.(x) is continuous at 0 and there exists a

ABSTRACT

Replacing X; by Y; - (3 U; - I'( V;) and setting Y0 = X0 and L 1 = rJo, we see that

Let Pvt denote the joint density of X0 and rJo-Then the likelihood in the submodel ~\r is given by

By a local sequence fore we mean a sequence (B11 ) in 8 such that n112 ( 011 - B) is bounded. We shall now prove the following LAN result.