Use the result of to verify the asymptotic normality of W n . Use the result of to derive the asymptotic normality of the estimator of the location model parameter α, obtained by equating Wn(α) to...

Use the result of to verify the asymptotic normality of W_n.

Use the result of to derive the asymptotic normality of the estimator of the location model parameter α, obtained by equating Wn(α) to zero.

Consider the model
  and work out the estimating equation in (10.4.3). Verify the asymptotic linearity results in (10.3.15) for this specific case and, hence, comment on the asymptotic normality of the estimates of β₀
and β₁
in (10.4.3).