Suppose {Qn,h , h IRk }is asymptotically normal according to Definition 15.4.1, with Zn and C
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Suppose {Qn,h , h ∈ IRk }is asymptotically normal according to Definition 15.4.1, with Zn and C satisfying (15.62). Show the matrix C is uniquely determined. Moreover, if Z˜ n is any other sequence also satisfying (15.62), then Zn − Z˜ n → 0 in Qn,h-probability for any h.
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Related Book For 
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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