Sample empirical likelihood approach under complex survey design with scrambled responses
Section 6. Conclusions

In this paper, we proposed a sample empirical likelihood (SEL)-based approach using scrambled responses to protect the confidentiality of complex survey data. The proposed SEL approach is easy to implement in practice and can be used as a general tool for statistical disclosure control. The idea of our proposed approach is to replace the true values by some scrambled values through random device, then the existing sample empirical likelihood approach can be applied with scrambled values to obtain the point estimation. However, the variance estimation and confidence interval estimation are different from that by treating the scrambled values as true values since we need to incorporate the randomness due to random device in the statistical inference. Such theoretical properties have been investigated and verified through simulation study and real data application. The SEL outperforms traditional approaches, such as HJ, by improving coverage rates and reducing the coverage lengths of confidence intervals. Chen and Kim (2014) has compared Wald-type CI and Wilk-type CI in the simulation studies by using sample empirical likelihood method. In general, the Wilk-type confidence intervals show better coverage properties than the Wald-type confidence intervals in terms of coverage rates. We would expect similar results by using our proposed approaches here. In future research, we will extend the proposed approach to estimate more general parameters, such as population quantiles and distribution functions. The corresponding statistical computational tools, such as R package, will also be developed.

Acknowledgements

Dr. Sixia Chen was partially supported by the Oklahoma Shared Clinical and Translational Resources (U54GM104938) with an Institutional Development Award (IDeA) from National Institute of General Medical Sciences. The content is solely the responsibility of the authors and does not necessarily represent the official views of the National Institutes of Health. The research of Yichuan Zhao was supported by the National Security Agency (NSA) Grant (H98230-12-1-0209) and the National Science Foundation Grant (DMS-1613176).

Appendix

A. Regularity conditions

We present the regularity conditions needed for proving Theorem 1 to Theorem 3 as following:

(C1).
c 1 < π i N n 1 < c 2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadogadaWgaaWcbaGaaGymaaqabaGccaaMe8UaaGip aiaaysW7cqaHapaCdaWgaaWcbaGaamyAaaqabaGccaWGobGaamOBam aaCaaaleqabaGaeyOeI0IaaGymaaaakiaaysW7caaI8aGaaGjbVlaa dogadaWgaaWcbaGaaGOmaaqabaaaaa@4C8E@ for i = 1, 2, , N MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadMgacaaMe8UaaGypaiaaysW7caaIXaGaaGilaiaa ysW7caaIYaGaaGilaiaaysW7cqWIMaYscaaISaGaaGjbVlaad6eaaa a@49A3@ with 0 < c 1 < c 2 . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaaicdacaaMe8UaaGipaiaaysW7caWGJbWaaSbaaSqa aiaaigdaaeqaaOGaaGjbVlaaiYdacaaMe8Uaam4yamaaBaaaleaaca aIYaaabeaakiaac6caaaa@477E@
(C2).
n 1 / 2 ( N 1 i = 1 N I i π i 1 Y i N 1 i = 1 N Y i ) d N ( 0, V 1 ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6gadaahaaWcbeqaamaalyaabaGaaGymaaqaaiaa ikdaaaaaaOWaaeWaaeaacaWGobWaaWbaaSqabeaacqGHsislcaaIXa aaaOWaaabmaeaacaWGjbWaaSbaaSqaaiaadMgaaeqaaOGaeqiWda3a a0baaSqaaiaadMgaaeaacqGHsislcaaIXaaaaOGaamywamaaBaaale aacaWGPbaabeaakiaaysW7cqGHsislcaaMe8UaamOtamaaCaaaleqa baGaeyOeI0IaaGymaaaakmaaqadabaGaamywamaaBaaaleaacaWGPb aabeaaaeaacaWGPbGaaGypaiaaigdaaeaacaWGobaaniabggHiLdaa leaacaWGPbGaaGypaiaaigdaaeaacaWGobaaniabggHiLdaakiaawI cacaGLPaaacaaMe8UaeyOKH46aaWbaaSqabeaacaWGKbaaaOGaaGjb Vlaad6eadaqadeqaaiaaicdacaaISaGaaGjbVlaadAfadaWgaaWcba GaaGymaaqabaaakiaawIcacaGLPaaaaaa@6A96@ as n MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6gacaaMe8UaeyOKH4QaaGjbVlabg6HiLcaa@420A@ and N , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6eacaaMe8UaeyOKH4QaaGjbVlabg6HiLkaacYca aaa@429A@ where V 1 = n N 2 i = 1 N j = 1 N ( π i j π i π j ) d i Y i d j Y j . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadAfadaWgaaWcbaGaaGymaaqabaGccaaMe8UaaGyp aiaaysW7caWGUbGaamOtamaaCaaaleqabaGaeyOeI0IaaGOmaaaakm aaqadabaWaaabmaeaadaqadeqaaiabec8aWnaaBaaaleaacaWGPbGa amOAaaqabaGccaaMe8UaeyOeI0IaaGjbVlabec8aWnaaBaaaleaaca WGPbaabeaakiabec8aWnaaBaaaleaacaWGQbaabeaaaOGaayjkaiaa wMcaaiaadsgadaWgaaWcbaGaamyAaaqabaGccaWGzbWaaSbaaSqaai aadMgaaeqaaOGaamizamaaBaaaleaacaWGQbaabeaakiaadMfadaWg aaWcbaGaamOAaaqabaaabaGaamOAaiaai2dacaaIXaaabaGaamOtaa qdcqGHris5aaWcbaGaamyAaiaai2dacaaIXaaabaGaamOtaaqdcqGH ris5aOGaaiOlaaaa@6668@
(C3). 
n 1 / 2 ( N 1 i = 1 N I i π i 1 X i 1 N i = 1 N X i ) d N ( 0, V 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6gadaahaaWcbeqaamaalyaabaGaaGymaaqaaiaa ikdaaaaaaOWaaeWaaeaacaWGobWaaWbaaSqabeaacqGHsislcaaIXa aaaOWaaabmaeaacaWGjbWaaSbaaSqaaiaadMgaaeqaaOGaeqiWda3a a0baaSqaaiaadMgaaeaacqGHsislcaaIXaaaaOGaamiwamaaBaaale aacaWGPbaabeaaaeaacaWGPbGaaGypaiaaigdaaeaacaWGobaaniab ggHiLdGccaaMe8UaeyOeI0IaaGjbVpaaleaaleaacaaIXaaabaGaam OtaaaakiaaysW7daaeWaqaaiaadIfadaWgaaWcbaGaamyAaaqabaaa baGaamyAaiaai2dacaaIXaaabaGaamOtaaqdcqGHris5aaGccaGLOa GaayzkaaGaaGjbVlabgkziUoaaCaaaleqabaGaamizaaaakiaaysW7 caWGobWaaeWabeaacaaIWaGaaGilaiaaysW7caWGwbWaaSbaaSqaai aaikdaaeqaaaGccaGLOaGaayzkaaaaaa@6B19@ as n MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6gacaaMe8UaeyOKH4QaaGjbVlabg6HiLcaa@420A@ and N , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6eacaaMe8UaeyOKH4QaaGjbVlabg6HiLkaacYca aaa@429A@ where V 2 = n N 2 i = 1 N j = 1 N ( π i j π i π j ) d i X i d j X j T . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbdfgBPjMCPbctPDgA0bqee0ev GueE0jxyaibaieYhf9irVeeu0dXdbba9q8qiW7rqqrFfpu0de9GqFf 0xc9qqpeuf0xe9q8qiYRWFGCk9vi=dbbf9v8Gq0db9qqpm0dXdHqpq 0=vr0=vr0=edbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOvam aaBaaaleaacaaIYaaabeaakiaaysW7caaI9aGaaGjbVlaad6gacaWG obWaaWbaaSqabeaacqGHsislcaaIYaaaaOWaaabmaeaadaaeWaqaam aabmqabaGaeqiWda3aaSbaaSqaaiaadMgacaWGQbaabeaakiaaysW7 cqGHsislcaaMe8UaeqiWda3aaSbaaSqaaiaadMgaaeqaaOGaeqiWda 3aaSbaaSqaaiaadQgaaeqaaaGccaGLOaGaayzkaaGaamizamaaBaaa leaacaWGPbaabeaakiaadIfadaWgaaWcbaGaamyAaaqabaGccaWGKb WaaSbaaSqaaiaadQgaaeqaaOGaamiwamaaDaaaleaacaWGQbaabaac daGaa8hPdaaaaeaacaWGQbGaaGypaiaaigdaaeaacaWGobaaniabgg HiLdaaleaacaWGPbGaaGypaiaaigdaaeaacaWGobaaniabggHiLdGc caGGUaaaaa@6318@
(C4). 
N 1 i = 1 N | Y i | 4 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6eadaahaaWcbeqaaiabgkHiTiaaigdaaaGcdaae WaqaamaaemqabaGaaGPaVlaadMfadaWgaaWcbaGaamyAaaqabaGcca aMc8oacaGLhWUaayjcSdaaleaacaWGPbGaaGypaiaaigdaaeaacaWG obaaniabggHiLdGcdaahaaWcbeqaaiaaisdaaaaaaa@4BC6@ and N 1 i = 1 N X i 4 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaad6eadaahaaWcbeqaaiabgkHiTiaaigdaaaGcdaae WaqaamaafmqabaGaaGPaVlaadIfadaWgaaWcbaGaamyAaaqabaGcca aMc8oacaGLjWUaayPcSdaaleaacaWGPbGaaGypaiaaigdaaeaacaWG obaaniabggHiLdGcdaahaaWcbeqaaiaaisdaaaaaaa@4BCA@ are bounded.
(C5).
max i A | Y i | = o p ( n 1 / 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaamaavababeWcbaGaamyAaiabgIGiolaadgeaaeqakeaa ciGGTbGaaiyyaiaacIhaaaWaaqWabeaacaaMc8UaamywamaaBaaale aacaWGPbaabeaakiaaykW7aiaawEa7caGLiWoacaaMe8UaaGypaiaa ysW7caWGVbWaaSbaaSqaaiaadchaaeqaaOWaaeWabeaacaWGUbWaaW baaSqabeaadaWcgaqaaiaaigdaaeaacaaIYaaaaaaaaOGaayjkaiaa wMcaaaaa@536A@ and max i A X i = o p ( n 1 / 2 ) . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaamaavababeWcbaGaamyAaiabgIGiolaadgeaaeqakeaa ciGGTbGaaiyyaiaacIhaaaWaauWabeaacaaMc8UaamiwamaaBaaale aacaWGPbaabeaakiaaykW7aiaawMa7caGLkWoacaaMe8UaaGypaiaa ysW7caWGVbWaaSbaaSqaaiaadchaaeqaaOWaaeWabeaacaaMb8Uaam OBamaaCaaaleqabaWaaSGbaeaacaaIXaaabaGaaGOmaaaaaaaakiaa wIcacaGLPaaacaGGUaaaaa@55AA@

B. Sketched proof of Theorem 1

θ ^ HJ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeI7aXzaajaWaaSbaaSqaaiaabIeacaqGkbaabeaa aaa@3E29@ can be written as the solution of estimating equation U ^ HJ ( θ ) = 0, MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqadwfagaqcamaaBaaaleaacaqGibGaaeOsaaqabaGc daqadeqaaiaaygW7cqaH4oqCcaaMb8oacaGLOaGaayzkaaGaaGjbVl aai2dacaaMe8UaaGimaiaaiYcaaaa@48FC@ where

U ^ HJ ( θ ) = 1 N i A d i ( Y i * θ ) . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqadwfagaqcamaaBaaaleaacaqGibGaaeOsaaqabaGc daqadeqaaiaaygW7cqaH4oqCcaaMb8oacaGLOaGaayzkaaGaaGjbVl aai2dacaaMe8+aaSaaaeaacaaIXaaabaGaamOtaaaacaaMe8+aaabu aeaacaWGKbWaaSbaaSqaaiaadMgaaeqaaOWaaeWabeaacaWGzbWaa0 baaSqaaiaadMgaaeaacaGGQaaaaOGaaGjbVlabgkHiTiaaysW7cqaH 4oqCaiaawIcacaGLPaaacaGGUaaaleaacaWGPbGaeyicI4Saamyqaa qab0GaeyyeIuoaaaa@5CC8@

Under the assumptions that U ^ HJ ( θ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqadwfagaqcamaaBaaaleaacaqGibGaaeOsaaqabaGc daqadeqaaiaaygW7cqaH4oqCcaaMb8oacaGLOaGaayzkaaaaaa@43AB@ converges to U HJ ( θ ) = N 1 i = 1 N ( Y i θ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadwfadaWgaaWcbaGaaeisaiaabQeaaeqaaOWaaeWa beaacaaMb8UaeqiUdeNaaGzaVdGaayjkaiaawMcaaiaaysW7caaI9a GaaGjbVlaad6eadaahaaWcbeqaaiabgkHiTiaaigdaaaGcdaaeWaqa amaabmqabaGaamywamaaBaaaleaacaWGPbaabeaakiaaysW7cqGHsi slcaaMe8UaeqiUdehacaGLOaGaayzkaaaaleaacaWGPbGaaGypaiaa igdaaeaacaWGobaaniabggHiLdaaaa@58BC@ uniformly, E ( Y 2 ) < , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadweadaqadeqaaiaaygW7caWGzbWaaWbaaSqabeaa caaIYaaaaaGccaGLOaGaayzkaaGaaGjbVlaaiYdacaaMe8UaeyOhIu Qaaiilaaaa@464F@ and because of U HJ ( θ N ) = 0 , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadwfadaWgaaWcbaGaaeisaiaabQeaaeqaaOWaaeWa beaacqaH4oqCdaWgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaaca aMe8UaaGypaiaaysW7caaIWaGaaiilaaaa@46DB@ it can be shown that θ ^ HJ p θ N . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeI7aXzaajaWaaSbaaSqaaiaabIeacaqGkbaabeaa kiaaysW7cqGHsgIRdaahaaWcbeqaaiaadchaaaGccaaMe8UaeqiUde 3aaSbaaSqaaiaad6eaaeqaaOGaaiOlaaaa@47D7@ By using a Taylor expansion,

0 = U ^ HJ ( θ ^ HJ ) = U ^ HJ ( θ N ) + U ^ HJ ( θ N ) θ ( θ ^ HJ θ N ) + o p ( n 1 / 2 ) . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaaicdacaaMe8UaaGypaiaaysW7ceWGvbGbaKaadaWg aaWcbaGaaeisaiaabQeaaeqaaOWaaeWabeaacuaH4oqCgaqcamaaBa aaleaacaqGibGaaeOsaaqabaaakiaawIcacaGLPaaacaaMe8UaaGyp aiaaysW7ceWGvbGbaKaadaWgaaWcbaGaaeisaiaabQeaaeqaaOWaae WabeaacqaH4oqCdaWgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaa caaMe8Uaey4kaSIaaGjbVpaalaaabaGaeyOaIyRabmyvayaajaWaaS baaSqaaiaabIeacaqGkbaabeaakmaabmqabaGaeqiUde3aaSbaaSqa aiaad6eaaeqaaaGccaGLOaGaayzkaaaabaGaeyOaIyRaeqiUdehaai aaysW7daqadeqaaiqbeI7aXzaajaWaaSbaaSqaaiaabIeacaqGkbaa beaakiaaysW7cqGHsislcaaMe8UaeqiUde3aaSbaaSqaaiaad6eaae qaaaGccaGLOaGaayzkaaGaaGjbVlabgUcaRiaaysW7caWGVbWaaSba aSqaaiaadchaaeqaaOWaaeWabeaacaaMb8UaamOBamaaCaaaleqaba GaeyOeI0YaaSGbaeaacaaIXaaabaGaaGOmaaaaaaaakiaawIcacaGL PaaacaaIUaaaaa@7C7C@

After some algebra, it can be shown that

θ ^ HJ = θ N + 1 N i A d i ( Y i * θ N ) + o p ( n 1 / 2 ) . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeI7aXzaajaWaaSbaaSqaaiaabIeacaqGkbaabeaa kiaaysW7caaI9aGaaGjbVlabeI7aXnaaBaaaleaacaWGobaabeaaki aaysW7cqGHRaWkcaaMe8+aaSaaaeaacaaIXaaabaGaamOtaaaacaaM e8+aaabuaeaacaWGKbWaaSbaaSqaaiaadMgaaeqaaOWaaeWabeaaca WGzbWaa0baaSqaaiaadMgaaeaacaGGQaaaaOGaaGjbVlabgkHiTiaa ysW7cqaH4oqCdaWgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaaca aMe8Uaey4kaSIaaGjbVlaad+gadaWgaaWcbaGaamiCaaqabaGcdaqa deqaaiaaygW7caWGUbWaaWbaaSqabeaacqGHsisldaWcgaqaaiaaig daaeaacaaIYaaaaaaaaOGaayjkaiaawMcaaaWcbaGaamyAaiabgIGi olaadgeaaeqaniabggHiLdGccaGGUaaaaa@6BF1@

Because

E ( Y i * ) = Y i , V ( Y i * ) = ( 1 p ) { b 2 + p ( a 1 ) 2 } { ( 1 p ) a + p } 2 Y i 2 , ( B .1 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadweadaqadeqaaiaadMfadaqhaaWcbaGaamyAaaqa aiaacQcaaaaakiaawIcacaGLPaaacaaMe8UaaGypaiaaysW7caWGzb WaaSbaaSqaaiaadMgaaeqaaOGaaGilaiaaywW7caWGwbWaaeWabeaa caWGzbWaa0baaSqaaiaadMgaaeaacaGGQaaaaaGccaGLOaGaayzkaa GaaGjbVlaai2dacaaMe8+aaSaaaeaadaqadeqaaiaaigdacaaMe8Ua eyOeI0IaaGjbVlaadchaaiaawIcacaGLPaaadaGadaqaaiaadkgada ahaaWcbeqaaiaaikdaaaGccaaMe8Uaey4kaSIaaGjbVlaadchadaqa deqaaiaadggacaaMe8UaeyOeI0IaaGjbVlaaigdaaiaawIcacaGLPa aadaahaaWcbeqaaiaaikdaaaaakiaawUhacaGL9baaaeaadaGadaqa amaabmqabaGaaGymaiaaysW7cqGHsislcaaMe8UaamiCaaGaayjkai aawMcaaiaadggacaaMe8Uaey4kaSIaaGjbVlaadchaaiaawUhacaGL 9baadaahaaWcbeqaaiaaikdaaaaaaOGaaGjbVlaadMfadaqhaaWcba GaamyAaaqaaiaaikdaaaGccaaISaGaaGzbVlaaywW7caaMf8UaaGzb VlaaywW7caGGOaGaaeOqaiaab6cacaqGXaGaaiykaaaa@89BA@

V { 1 N i A d i ( Y i * θ N ) } = E { 1 N 2 i = 1 N j = 1 N π i j π i π j π i π j ( Y i * θ N ) ( Y j * θ N ) } + V { 1 N i = 1 N ( Y i * θ N ) } . ( B .2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaauaabaqaciaaaeaacaWGwbWaaiWaaeaadaWcaaqaaiaa igdaaeaacaWGobaaaiaaysW7daaeqbqaaiaadsgadaWgaaWcbaGaam yAaaqabaGcdaqadeqaaiaadMfadaqhaaWcbaGaamyAaaqaaiaacQca aaGccaaMe8UaeyOeI0IaaGjbVlabeI7aXnaaBaaaleaacaWGobaabe aaaOGaayjkaiaawMcaaaWcbaGaamyAaiabgIGiolaadgeaaeqaniab ggHiLdaakiaawUhacaGL9baaaeaacaaI9aGaamyramaacmaabaWaaS aaaeaacaaIXaaabaGaamOtamaaCaaaleqabaGaaGOmaaaaaaGccaaM e8+aaabCaeaadaaeWbqaamaalaaabaGaeqiWda3aaSbaaSqaaiaadM gacaWGQbaabeaakiaaysW7cqGHsislcaaMe8UaeqiWda3aaSbaaSqa aiaadMgaaeqaaOGaeqiWda3aaSbaaSqaaiaadQgaaeqaaaGcbaGaeq iWda3aaSbaaSqaaiaadMgaaeqaaOGaeqiWda3aaSbaaSqaaiaadQga aeqaaaaakiaaysW7daqadeqaaiaadMfadaqhaaWcbaGaamyAaaqaai aacQcaaaGccaaMe8UaeyOeI0IaaGjbVlabeI7aXnaaBaaaleaacaWG obaabeaaaOGaayjkaiaawMcaaiaaysW7daqadeqaaiaadMfadaqhaa WcbaGaamOAaaqaaiaacQcaaaGccaaMe8UaeyOeI0IaaGjbVlabeI7a XnaaBaaaleaacaWGobaabeaaaOGaayjkaiaawMcaaaWcbaGaamOAai aai2dacaaIXaaabaGaamOtaaqdcqGHris5aaWcbaGaamyAaiaai2da caaIXaaabaGaamOtaaqdcqGHris5aaGccaGL7bGaayzFaaaabaaaba Gaey4kaSIaaGjbVlaadAfadaGadaqaamaalaaabaGaaGymaaqaaiaa d6eaaaGaaGjbVpaaqahabaWaaeWabeaacaWGzbWaa0baaSqaaiaadM gaaeaacaGGQaaaaOGaaGjbVlabgkHiTiaaysW7cqaH4oqCdaWgaaWc baGaamOtaaqabaaakiaawIcacaGLPaaaaSqaaiaadMgacaaI9aGaaG ymaaqaaiaad6eaa0GaeyyeIuoaaOGaay5Eaiaaw2haaiaai6cacaaM f8UaaGzbVlaaywW7caaMf8UaaGzbVlaaywW7caaMf8UaaGzbVlaayw W7caGGOaGaaeOqaiaab6cacaqGYaGaaiykaaaaaaa@BE46@

According to (B.1), (B.2), and after some algebra, we can show that

V { 1 N i A d i ( Y i * θ N ) } = V HJ , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadAfadaGadaqaamaalaaabaGaaGymaaqaaiaad6ea aaGaaGjbVpaaqafabaGaamizamaaBaaaleaacaWGPbaabeaakmaabm qabaGaamywamaaDaaaleaacaWGPbaabaGaaiOkaaaakiaaysW7cqGH sislcaaMe8UaeqiUde3aaSbaaSqaaiaad6eaaeqaaaGccaGLOaGaay zkaaaaleaacaWGPbGaeyicI4Saamyqaaqab0GaeyyeIuoaaOGaay5E aiaaw2haaiaaysW7caaI9aGaaGjbVlaadAfadaWgaaWcbaGaaeisai aabQeaaeqaaOGaaGilaaaa@5A88@

where V HJ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadAfadaWgaaWcbaGaaeisaiaabQeaaeqaaaaa@3D3E@ is defined in equation (2.4). Under the regularity conditions in Fuller and Isaki (1981), the asymptotic normality can be derived.

C. Sketched proof of Theorem 2

Define

U ^ 1 ( λ ) = 1 N i A π i 1 ( X i X ¯ N ) 1 + λ π i 1 ( X i X ¯ N ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqadwfagaqcamaaBaaaleaacaaIXaaabeaakmaabmqa baGaaGzaVlabeU7aSjaaygW7aiaawIcacaGLPaaacaaMe8UaaGypai aaysW7daWcaaqaaiaaigdaaeaacaWGobaaaiaaysW7daaeqbqaaiaa ysW7daWcaaqaaiabec8aWnaaDaaaleaacaWGPbaabaGaeyOeI0IaaG ymaaaakmaabmqabaGaamiwamaaBaaaleaacaWGPbaabeaakiaaysW7 cqGHsislcaaMe8UabmiwayaaraWaaSbaaSqaaiaad6eaaeqaaaGcca GLOaGaayzkaaaabaGaaGymaiaaysW7cqGHRaWkcaaMe8Uaeq4UdWMa eqiWda3aa0baaSqaaiaadMgaaeaacqGHsislcaaIXaaaaOWaaeWabe aacaWGybWaaSbaaSqaaiaadMgaaeqaaOGaaGjbVlabgkHiTiaaysW7 ceWGybGbaebadaWgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaaaa aaleaacaWGPbGaeyicI4Saamyqaaqab0GaeyyeIuoaaaa@736E@

and

U ^ 2 ( λ , θ ) = 1 N i A π i 1 ( Y i * θ ) 1 + λ π i 1 ( X i X ¯ N ) . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqadwfagaqcamaaBaaaleaacaaIYaaabeaakmaabmqa baGaeq4UdWMaaGilaiaaysW7cqaH4oqCaiaawIcacaGLPaaacaaMe8 UaaGypaiaaysW7daWcaaqaaiaaigdaaeaacaWGobaaaiaaysW7daae qbqaaiaaysW7daWcaaqaaiabec8aWnaaDaaaleaacaWGPbaabaGaey OeI0IaaGymaaaakmaabmqabaGaamywamaaDaaaleaacaWGPbaabaGa aiOkaaaakiaaysW7cqGHsislcaaMe8UaeqiUdehacaGLOaGaayzkaa aabaGaaGymaiaaysW7cqGHRaWkcaaMe8Uaeq4UdWMaeqiWda3aa0ba aSqaaiaadMgaaeaacqGHsislcaaIXaaaaOWaaeWabeaacaWGybWaaS baaSqaaiaadMgaaeqaaOGaaGjbVlabgkHiTiaaysW7ceWGybGbaeba daWgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaaaaGaaGOlaaWcba GaamyAaiabgIGiolaadgeaaeqaniabggHiLdaaaa@7574@

Then, θ ^ SEL MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeI7aXzaajaWaaSbaaSqaaiaabofacaqGfbGaaeit aaqabaaaaa@3EFE@ and λ ^ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeU7aSzaajaaaaa@3C63@ are the solutions of U ^ 1 ( λ ) = U ^ 2 ( λ , θ ) = 0. MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqadwfagaqcamaaBaaaleaacaaIXaaabeaakmaabmqa baGaaGzaVlabeU7aSjaaygW7aiaawIcacaGLPaaacaaMe8UaaGypai aaysW7ceWGvbGbaKaadaWgaaWcbaGaaGOmaaqabaGcdaqadeqaaiab eU7aSjaaiYcacaaMe8UaeqiUdehacaGLOaGaayzkaaGaaGjbVlaai2 dacaaMe8UaaGimaiaai6caaaa@5513@ By using techniques similar to those of Chen and Kim (2014), it can be shown that λ ^ = O p ( n 1 / 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeU7aSzaajaGaaGjbVlaai2dacaaMe8Uaam4tamaa BaaaleaacaWGWbaabeaakmaabmqabaGaaGzaVlaad6gadaahaaWcbe qaaiabgkHiTmaalyaabaGaaGymaaqaaiaaikdaaaaaaaGccaGLOaGa ayzkaaaaaa@48FB@ and θ ^ SEL p θ N . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeI7aXzaajaWaaSbaaSqaaiaabofacaqGfbGaaeit aaqabaGccaaMe8UaeyOKH46aaWbaaSqabeaacaWGWbaaaOGaaGjbVl abeI7aXnaaBaaaleaacaWGobaabeaakiaac6caaaa@48AC@ Then, by using Taylor expansion, we have

0 = U ^ 1 ( λ ^ ) = U ^ 1 ( 0 ) + U ^ 1 ( 0 ) λ λ ^ + o p ( n 1 / 2 ) , ( C .1 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaaicdacaaMe8UaaGypaiaaysW7ceWGvbGbaKaadaWg aaWcbaGaaGymaaqabaGcdaqadeqaaiaaygW7cuaH7oaBgaqcaiaayg W7aiaawIcacaGLPaaacaaMe8UaaGypaiaaysW7ceWGvbGbaKaadaWg aaWcbaGaaGymaaqabaGcdaqadeqaaiaaygW7caaIWaGaaGzaVdGaay jkaiaawMcaaiaaysW7cqGHRaWkcaaMe8+aaSaaaeaacqGHciITceWG vbGbaKaadaWgaaWcbaGaaGymaaqabaGcdaqadeqaaiaaygW7caaIWa GaaGzaVdGaayjkaiaawMcaaaqaaiabgkGi2kabeU7aSbaacaaMe8Ua fq4UdWMbaKaacaaMe8Uaey4kaSIaaGjbVlaad+gadaWgaaWcbaGaam iCaaqabaGcdaqadeqaaiaaygW7caWGUbWaaWbaaSqabeaacqGHsisl daWcgaqaaiaaigdaaeaacaaIYaaaaaaaaOGaayjkaiaawMcaaiaaiY cacaaMf8UaaGzbVlaaywW7caGGOaGaae4qaiaab6cacaqGXaGaaiyk aaaa@7B51@

and

0 = U ^ 2 ( λ ^ , θ ^ SEL ) = U ^ 2 ( 0, θ N ) + U ^ 2 ( 0, θ N ) θ ( θ ^ SEL θ N ) + U ^ 2 ( 0, θ N ) λ λ ^ + o p ( n 1 / 2 ) . ( C .2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaaicdacaaMe8UaaGypaiaaysW7ceWGvbGbaKaadaWg aaWcbaGaaGOmaaqabaGcdaqadeqaaiqbeU7aSzaajaGaaGilaiaays W7cuaH4oqCgaqcamaaBaaaleaacaqGtbGaaeyraiaabYeaaeqaaaGc caGLOaGaayzkaaGaaGjbVlaai2dacaaMe8UabmyvayaajaWaaSbaaS qaaiaaikdaaeqaaOWaaeWabeaacaaIWaGaaGilaiaaysW7cqaH4oqC daWgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaacaaMe8Uaey4kaS IaaGjbVpaalaaabaGaeyOaIyRabmyvayaajaWaaSbaaSqaaiaaikda aeqaaOWaaeWabeaacaaIWaGaaGilaiaaysW7cqaH4oqCdaWgaaWcba GaamOtaaqabaaakiaawIcacaGLPaaaaeaacqGHciITcqaH4oqCaaGa aGjbVpaabmqabaGafqiUdeNbaKaadaWgaaWcbaGaae4uaiaabweaca qGmbaabeaakiaaysW7cqGHsislcaaMe8UaeqiUde3aaSbaaSqaaiaa d6eaaeqaaaGccaGLOaGaayzkaaGaaGjbVlabgUcaRiaaysW7daWcaa qaaiabgkGi2kqadwfagaqcamaaBaaaleaacaaIYaaabeaakmaabmqa baGaaGimaiaaiYcacaaMe8UaeqiUde3aaSbaaSqaaiaad6eaaeqaaa GccaGLOaGaayzkaaaabaGaeyOaIyRaeq4UdWgaaiaaysW7cuaH7oaB gaqcaiaaysW7cqGHRaWkcaaMe8Uaam4BamaaBaaaleaacaWGWbaabe aakmaabmqabaGaaGzaVlaad6gadaahaaWcbeqaaiabgkHiTmaalyaa baGaaGymaaqaaiaaikdaaaaaaaGccaGLOaGaayzkaaGaaGOlaiaayw W7caGGOaGaae4qaiaab6cacaqGYaGaaiykaaaa@9FA5@

According to (C.1), (C.2), and after some algebra, it can be shown that

λ ^ = { 1 N i = 1 N π i 1 ( X i X ¯ N ) ( X i X ¯ N ) T } 1 1 N i A d i ( X i X ¯ N ) + o p ( n 1 / 2 ) ( C .3 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbdfgBPjMCPbctPDgA0bqee0ev GueE0jxyaibaieYhf9irVeeu0dXdbba9q8qiW7rqqrFfpu0de9GqFf 0xc9qqpeuf0xe9q8qiYRWFGCk9vi=dbbf9v8Gq0db9qqpm0dXdHqpq 0=vr0=vr0=edbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafq4UdW MbaKaacaaMe8UaaGypaiaaysW7daGadaqaamaalaaabaGaaGymaaqa aiaad6eaaaGaaGjbVpaaqahabaGaeqiWda3aa0baaSqaaiaadMgaae aacqGHsislcaaIXaaaaOWaaeWabeaacaWGybWaaSbaaSqaaiaadMga aeqaaOGaaGjbVlabgkHiTiaaysW7ceWGybGbaebadaWgaaWcbaGaam OtaaqabaaakiaawIcacaGLPaaacaaMe8+aaeWabeaacaWGybWaaSba aSqaaiaadMgaaeqaaOGaaGjbVlabgkHiTiaaysW7ceWGybGbaebada WgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaadaahaaWcbeqaaGWa aiaa=r6aaaaabaGaamyAaiaai2dacaaIXaaabaGaamOtaaqdcqGHri s5aaGccaGL7bGaayzFaaWaaWbaaSqabeaacqGHsislcaaIXaaaaOWa aSaaaeaacaaIXaaabaGaamOtaaaacaaMe8+aaabuaeaacaWGKbWaaS baaSqaaiaadMgaaeqaaOWaaeWabeaacaWGybWaaSbaaSqaaiaadMga aeqaaOGaaGjbVlabgkHiTiaaysW7ceWGybGbaebadaWgaaWcbaGaam OtaaqabaaakiaawIcacaGLPaaacaaMe8Uaey4kaSIaaGjbVlaad+ga daWgaaWcbaGaamiCaaqabaGcdaqadeqaaiaaygW7caWGUbWaaWbaaS qabeaacqGHsisldaWcgaqaaiaaigdaaeaacaaIYaaaaaaaaOGaayjk aiaawMcaaaWcbaGaamyAaiabgIGiolaadgeaaeqaniabggHiLdGcca aMf8UaaGzbVlaacIcacaqGdbGaaeOlaiaabodacaGGPaaaaa@8AB8@

and

θ ^ SEL θ N = 1 N i A d i ( Y i * θ N ) B 1 N i A d i ( X i X ¯ N ) + o p ( n 1 / 2 ) , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeI7aXzaajaWaaSbaaSqaaiaabofacaqGfbGaaeit aaqabaGccaaMe8UaeyOeI0IaaGjbVlabeI7aXnaaBaaaleaacaWGob aabeaakiaaysW7caaI9aGaaGjbVpaalaaabaGaaGymaaqaaiaad6ea aaGaaGjbVpaaqafabaGaamizamaaBaaaleaacaWGPbaabeaakmaabm qabaGaamywamaaDaaaleaacaWGPbaabaGaaiOkaaaakiaaysW7cqGH sislcaaMe8UaeqiUde3aaSbaaSqaaiaad6eaaeqaaaGccaGLOaGaay zkaaaaleaacaWGPbGaeyicI4Saamyqaaqab0GaeyyeIuoakiaaysW7 cqGHsislcaaMe8UaamOqamaalaaabaGaaGymaaqaaiaad6eaaaGaaG jbVpaaqafabaGaamizamaaBaaaleaacaWGPbaabeaakmaabmqabaGa amiwamaaBaaaleaacaWGPbaabeaakiaaysW7cqGHsislcaaMe8Uabm iwayaaraWaaSbaaSqaaiaad6eaaeqaaaGccaGLOaGaayzkaaGaaGjb VlabgUcaRiaaysW7caWGVbWaaSbaaSqaaiaadchaaeqaaOWaaeWabe aacaaMb8UaamOBamaaCaaaleqabaGaeyOeI0YaaSGbaeaacaaIXaaa baGaaGOmaaaaaaaakiaawIcacaGLPaaacaaISaaaleaacaWGPbGaey icI4Saamyqaaqab0GaeyyeIuoaaaa@85C6@

where B MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadkeaaaa@3B66@ is defined in Theorem 2. Because

V ( θ ^ SEL ) = V ( 1 N i A d i η i * ) + o ( n 1 ) = V ( 1 N i A d i η i ) + E { V ( 1 N i A d i η i * | A ) } = V 2 + 1 N 2 i = 1 N j = 1 N π i j π i π j π i π j η i η j + o ( n 1 ) , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaauaabaqaciaaaeaacaWGwbWaaeWabeaacuaH4oqCgaqc amaaBaaaleaacaqGtbGaaeyraiaabYeaaeqaaaGccaGLOaGaayzkaa GaaGjbVlaai2dacaaMe8UaamOvamaabmaabaWaaSaaaeaacaaIXaaa baGaamOtaaaadaaeqbqaaiaadsgadaWgaaWcbaGaamyAaaqabaGccq aH3oaAdaqhaaWcbaGaamyAaaqaaiaacQcaaaaabaGaamyAaiabgIGi olaadgeaaeqaniabggHiLdaakiaawIcacaGLPaaacaaMe8Uaey4kaS IaaGjbVlaad+gadaqadeqaaiaaygW7caWGUbWaaWbaaSqabeaacqGH sislcaaIXaaaaaGccaGLOaGaayzkaaaabaGaaGypaiaadAfadaqada qaamaalaaabaGaaGymaaqaaiaad6eaaaGaaGjbVpaaqafabaGaamiz amaaBaaaleaacaWGPbaabeaakiabeE7aOnaaBaaaleaacaWGPbaabe aaaeaacaWGPbGaeyicI4Saamyqaaqab0GaeyyeIuoaaOGaayjkaiaa wMcaaiaaysW7cqGHRaWkcaaMe8UaamyramaacmaabaGaamOvamaabm aabaWaaSaaaeaacaaIXaaabaGaamOtaaaacaaMe8+aaqGabeaadaae qbqaaiaadsgadaWgaaWcbaGaamyAaaqabaGccqaH3oaAdaqhaaWcba GaamyAaaqaaiaaiQcaaaGccaaMc8oaleaacaWGPbGaeyicI4Saamyq aaqab0GaeyyeIuoaaOGaayjcSdGaaGPaVlaadgeaaiaawIcacaGLPa aaaiaawUhacaGL9baaaeaaaeaacaaI9aGaamOvamaaBaaaleaacaaI YaaabeaakiaaysW7cqGHRaWkcaaMe8+aaSaaaeaacaaIXaaabaGaam OtamaaCaaaleqabaGaaGOmaaaaaaGcdaaeWbqaamaaqahabaWaaSaa aeaacqaHapaCdaWgaaWcbaGaamyAaiaadQgaaeqaaOGaeyOeI0Iaeq iWda3aaSbaaSqaaiaadMgaaeqaaOGaeqiWda3aaSbaaSqaaiaadQga aeqaaaGcbaGaeqiWda3aaSbaaSqaaiaadMgaaeqaaOGaeqiWda3aaS baaSqaaiaadQgaaeqaaaaakiabeE7aOnaaBaaaleaacaWGPbaabeaa kiabeE7aOnaaBaaaleaacaWGQbaabeaakiaaysW7cqGHRaWkcaaMe8 Uaam4BamaabmqabaGaaGzaVlaad6gadaahaaWcbeqaaiabgkHiTiaa igdaaaaakiaawIcacaGLPaaacaaISaaaleaacaWGQbGaaGypaiaaig daaeaacaWGobaaniabggHiLdaaleaacaWGPbGaaGypaiaaigdaaeaa caWGobaaniabggHiLdaaaaaa@C22F@

where V 2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadAfadaWgaaWcbaGaaGOmaaqabaaaaa@3C62@ is defined in Theorem 1, η i MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiabeE7aOnaaBaaaleaacaWGPbaabeaaaaa@3D65@ is defined in Theorem 2 and η i * = Y i * θ N B ( X i X ¯ N ) . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiabeE7aOnaaDaaaleaacaWGPbaabaGaaiOkaaaakiaa ysW7caaI9aGaaGjbVlaadMfadaqhaaWcbaGaamyAaaqaaiaacQcaaa GccaaMe8UaeyOeI0IaaGjbVlabeI7aXnaaBaaaleaacaWGobaabeaa kiaaysW7cqGHsislcaaMe8UaamOqamaabmqabaGaamiwamaaBaaale aacaWGPbaabeaakiaaysW7cqGHsislcaaMe8UabmiwayaaraWaaSba aSqaaiaad6eaaeqaaaGccaGLOaGaayzkaaGaaiOlaaaa@5A86@ After some algebra, we can show that

V ^ SEL = V SEL + o ( n 1 ) , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqadAfagaqcamaaBaaaleaacaqGtbGaaeyraiaabYea aeqaaOGaaGjbVlaai2dacaaMe8UaamOvamaaBaaaleaacaqGtbGaae yraiaabYeaaeqaaOGaaGjbVlabgUcaRiaaysW7caWGVbWaaeWabeaa caaMb8UaamOBamaaCaaaleqabaGaeyOeI0IaaGymaaaaaOGaayjkai aawMcaaiaaiYcaaaa@5117@

with V SEL MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadAfadaWgaaWcbaGaae4uaiaabweacaqGmbaabeaa aaa@3E13@ defined in Theorem 2. Furthermore, under the regularity conditions in Fuller and Isaki (1981), we obtain the asymptotic normality.

D. Sketched proof of Theorem 3

Because λ ^ = O p ( n 1 / 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiqbeU7aSzaajaGaaGjbVlaai2dacaaMe8Uaam4tamaa BaaaleaacaWGWbaabeaakmaabmqabaGaaGzaVlaad6gadaahaaWcbe qaaiabgkHiTiaaigdacaaIVaGaaGOmaaaaaOGaayjkaiaawMcaaaaa @499E@ and by using a Taylor expansion of log ( 1 + x ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaabYgacaqGVbGaae4zamaabmqabaGaaGymaiaaysW7 cqGHRaWkcaaMe8UaamiEaaGaayjkaiaawMcaaaaa@44A8@ at x = λ ^ π i 1 ( X i X ¯ N ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadIhacaaMe8UaaGypaiaaysW7cuaH7oaBgaqcaiab ec8aWnaaDaaaleaacaWGPbaabaGaeyOeI0IaaGymaaaakmaabmqaba GaamiwamaaBaaaleaacaWGPbaabeaakiaaysW7cqGHsislcaaMe8Ua bmiwayaaraWaaSbaaSqaaiaad6eaaeqaaaGccaGLOaGaayzkaaaaaa@4F5B@ and (C.3), we have

l s ( θ ^ SEL ) = i A log { 1 n 1 1 + λ ^ π i 1 ( X i X ¯ N ) } = n log ( 1 n ) i A log { 1 + λ ^ π i 1 ( X i X ¯ N ) } = n log ( 1 n ) i A { λ ^ T π i 1 ( X i X ¯ N ) 1 2 λ ^ T π i 2 ( X i X ¯ N ) 2 λ ^ } + o p ( 1 ) = n log ( 1 n ) N 2 1 N i A π i 1 ( X i X ¯ N ) T { 1 N i = 1 N π i 1 ( X i X ¯ N ) 2 } 1 × 1 N i A π i 1 ( X i X ¯ N ) + o p ( 1 ) , ( D .1 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaauaabaqafiaaaaqaaiaadYgadaWgaaWcbaGaam4Caaqa baGcdaqadeqaaiqbeI7aXzaajaWaaSbaaSqaaiaabAfacaqGfbGaae yraaqabaaakiaawIcacaGLPaaaaeaacaaI9aWaaabuaeqaleaacaWG PbGaeyicI4Saamyqaaqab0GaeyyeIuoakiGacYgacaGGVbGaai4zam aacmaabaWaaSaaaeaacaaIXaaabaGaamOBaaaacaaMe8+aaSaaaeaa caaIXaaabaGaaGymaiaaysW7cqGHRaWkcaaMe8Uafq4UdWMbaKaacq aHapaCdaqhaaWcbaGaamyAaaqaaiabgkHiTiaaigdaaaGcdaqadeqa aiaadIfadaWgaaWcbaGaamyAaaqabaGccaaMe8UaeyOeI0IaaGjbVl qadIfagaqeamaaBaaaleaacaWGobaabeaaaOGaayjkaiaawMcaaaaa aiaawUhacaGL9baaaeaaaeaacaaI9aGaamOBaiGacYgacaGGVbGaai 4zamaabmaabaWaaSaaaeaacaaIXaaabaGaamOBaaaaaiaawIcacaGL PaaacaaMe8UaeyOeI0IaaGjbVpaaqafabaGaciiBaiaac+gacaGGNb WaaiWaaeaacaaIXaGaaGjbVlabgUcaRiaaysW7cuaH7oaBgaqcaiab ec8aWnaaDaaaleaacaWGPbaabaGaeyOeI0IaaGymaaaakmaabmqaba GaamiwamaaBaaaleaacaWGPbaabeaakiaaysW7cqGHsislcaaMe8Ua bmiwayaaraWaaSbaaSqaaiaad6eaaeqaaaGccaGLOaGaayzkaaaaca GL7bGaayzFaaaaleaacaWGPbGaeyicI4Saamyqaaqab0GaeyyeIuoa aOqaaaqaaiaai2dacaWGUbGaciiBaiaac+gacaGGNbWaaeWaaeaada WcaaqaaiaaigdaaeaacaWGUbaaaaGaayjkaiaawMcaaiaaysW7cqGH sislcaaMe8+aaabuaeaadaGadaqaaiqbeU7aSzaajaWaaWbaaSqabe aaruWqHXwAIjxAGWuANHgDaGqbaiaa=r6aaaGccqaHapaCdaqhaaWc baGaamyAaaqaaiabgkHiTiaaigdaaaGcdaqadeqaaiaadIfadaWgaa WcbaGaamyAaaqabaGccaaMe8UaeyOeI0IaaGjbVlqadIfagaqeamaa BaaaleaacaWGobaabeaaaOGaayjkaiaawMcaaiaaysW7cqGHsislca aMe8+aaSaaaeaacaaIXaaabaGaaGOmaaaacuaH7oaBgaqcamaaCaaa leqabaGaa8hPdaaakiabec8aWnaaDaaaleaacaWGPbaabaGaeyOeI0 IaaGOmaaaakmaabmqabaGaamiwamaaBaaaleaacaWGPbaabeaakiaa ysW7cqGHsislcaaMe8UabmiwayaaraWaaSbaaSqaaiaad6eaaeqaaa GccaGLOaGaayzkaaWaaWbaaSqabeaacqGHxkcXcaaIYaaaaOGafq4U dWMbaKaaaiaawUhacaGL9baacaaMe8Uaey4kaSIaaGjbVlaad+gada WgaaWcbaGaamiCaaqabaGcdaqadeqaaiaaygW7caaIXaGaaGzaVdGa ayjkaiaawMcaaaWcbaGaamyAaiabgIGiolaadgeaaeqaniabggHiLd aakeaaaeaacaaI9aGaamOBaiGacYgacaGGVbGaai4zamaabmaabaWa aSaaaeaacaaIXaaabaGaamOBaaaaaiaawIcacaGLPaaacaaMe8Uaey OeI0IaaGjbVpaalaaabaGaamOtaaqaaiaaikdaaaGaaGjbVpaalaaa baGaaGymaaqaaiaad6eaaaGaaGjbVpaaqafabaGaeqiWda3aa0baaS qaaiaadMgaaeaacqGHsislcaaIXaaaaOWaaeWabeaacaWGybWaaSba aSqaaiaadMgaaeqaaOGaaGjbVlabgkHiTiaaysW7ceWGybGbaebada WgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaadaahaaWcbeqaaiaa =r6aaaGcdaGadaqaamaalaaabaGaaGymaaqaaiaad6eaaaGaaGjbVp aaqahabaGaeqiWda3aa0baaSqaaiaadMgaaeaacqGHsislcaaIXaaa aOWaaeWabeaacaWGybWaaSbaaSqaaiaadMgaaeqaaOGaaGjbVlabgk HiTiaaysW7ceWGybGbaebadaWgaaWcbaGaamOtaaqabaaakiaawIca caGLPaaadaahaaWcbeqaaiabgEPielaaikdaaaaabaGaamyAaiaai2 dacaaIXaaabaGaamOtaaqdcqGHris5aaGccaGL7bGaayzFaaWaaWba aSqabeaacqGHsislcaaIXaaaaaqaaiaadMgacqGHiiIZcaWGbbaabe qdcqGHris5aaGcbaaabaGaey41aqRaaGjbVpaalaaabaGaaGymaaqa aiaad6eaaaGaaGjbVpaaqafabaGaeqiWda3aa0baaSqaaiaadMgaae aacqGHsislcaaIXaaaaOWaaeWabeaacaWGybWaaSbaaSqaaiaadMga aeqaaOGaaGjbVlabgkHiTiaaysW7ceWGybGbaebadaWgaaWcbaGaam OtaaqabaaakiaawIcacaGLPaaacaaMe8Uaey4kaSIaaGjbVlaad+ga daWgaaWcbaGaamiCaaqabaGcdaqadeqaaiaaygW7caaIXaGaaGzaVd GaayjkaiaawMcaaiaaiYcaaSqaaiaadMgacqGHiiIZcaWGbbaabeqd cqGHris5aOGaaGzbVlaaywW7caaMf8UaaGzbVlaaywW7caaMf8UaaG zbVlaaywW7caaMf8UaaGzbVlaaywW7caaMf8UaaGzbVlaacIcacaqG ebGaaeOlaiaabgdacaGGPaaaaaaa@6502@

with a 2 = a a T . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbdfgBPjMCPbctPDgA0bqee0ev GueE0jxyaibaieYhf9irVeeu0dXdbba9q8qiW7rqqrFfpu0de9GqFf 0xc9qqpeuf0xe9q8qiYRWFGCk9vi=dbbf9v8Gq0db9qqpm0dXdHqpq 0=vr0=vr0=edbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyyam aaCaaaleqabaGaey4LIqSaaGOmaaaakiaaysW7caaI9aGaaGjbVlaa dggacaWGHbWaaWbaaSqabeaaimaacaWFKoaaaOGaaiOlaaaa@41C6@ We now consider to maximize l s = i A log ( w i ) , MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiaadYgadaWgaaWcbaGaam4CaaqabaGccaaMe8UaaGyp aiaaysW7daaeqaqaaiGacYgacaGGVbGaai4zamaabmqabaGaam4Dam aaBaaaleaacaWGPbaabeaaaOGaayjkaiaawMcaaaWcbaGaamyAaiab gIGiolaadgeaaeqaniabggHiLdGccaGGSaaaaa@4CEE@ subject to the following constraints

i A w i = 1 , i A w i π i 1 ( X i X ¯ N ) = 0, ( D .2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaamaaqafabaGaam4DamaaBaaaleaacaWGPbaabeaakiaa ysW7caaI9aGaaGjbVlaaigdacaGGSaaaleaacaWGPbGaeyicI4Saam yqaaqab0GaeyyeIuoakiaaywW7daaeqbqaaiaadEhadaWgaaWcbaGa amyAaaqabaGccqaHapaCdaqhaaWcbaGaamyAaaqaaiabgkHiTiaaig daaaGcdaqadeqaaiaadIfadaWgaaWcbaGaamyAaaqabaGccaaMe8Ua eyOeI0IaaGjbVlqadIfagaqeamaaBaaaleaacaWGobaabeaaaOGaay jkaiaawMcaaiaaysW7caaI9aGaaGjbVlaaicdacaaISaaaleaacaWG PbGaeyicI4Saamyqaaqab0GaeyyeIuoakiaaywW7caaMf8UaaGzbVl aaywW7caaMf8UaaiikaiaabseacaqGUaGaaeOmaiaacMcaaaa@6F39@

and

i A w i π i 1 η i * = 0, ( D .3 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaamaaqafabaGaam4DamaaBaaaleaacaWGPbaabeaakiab ec8aWnaaDaaaleaacaWGPbaabaGaeyOeI0IaaGymaaaakiabeE7aOn aaDaaaleaacaWGPbaabaGaaiOkaaaakiaaysW7caaI9aGaaGjbVlaa icdacaaISaaaleaacaWGPbGaeyicI4Saamyqaaqab0GaeyyeIuoaki aaywW7caaMf8UaaGzbVlaaywW7caaMf8UaaiikaiaabseacaqGUaGa ae4maiaacMcaaaa@5ACA@

where η i * = Y i * θ N B ( X i X ¯ N ) . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaaiabeE7aOnaaDaaaleaacaWGPbaabaGaaiOkaaaakiaa ysW7caaI9aGaaGjbVlaadMfadaqhaaWcbaGaamyAaaqaaiaacQcaaa GccaaMe8UaeyOeI0IaaGjbVlabeI7aXnaaBaaaleaacaWGobaabeaa kiaaysW7cqGHsislcaaMe8UaamOqamaabmqabaGaamiwamaaBaaale aacaWGPbaabeaakiaaysW7cqGHsislcaaMe8UabmiwayaaraWaaSba aSqaaiaad6eaaeqaaaGccaGLOaGaayzkaaGaaiOlaaaa@5A86@ The above constraints are equivalent with the original constraints (3.2) and (3.3). Define u i = ( X i T X ¯ N T , η i * ) T MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbdfgBPjMCPbctPDgA0bqee0ev GueE0jxyaibaieYhf9irVeeu0dXdbba9q8qiW7rqqrFfpu0de9GqFf 0xc9qqpeuf0xe9q8qiYRWFGCk9vi=dbbf9v8Gq0db9qqpm0dXdHqpq 0=vr0=vr0=edbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyDam aaBaaaleaacaWGPbaabeaakiaaysW7caaI9aGaaGjbVpaabmqabaGa amiwamaaDaaaleaacaWGPbaabaacdaGaa8hPdaaakiaaysW7cqGHsi slcaaMe8UabmiwayaaraWaa0baaSqaaiaad6eaaeaacaWFKoaaaOGa aGilaiaaysW7cqaH3oaAdaqhaaWcbaGaamyAaaqaaiaacQcaaaaaki aawIcacaGLPaaadaahaaWcbeqaaiaa=r6aaaaaaa@4F1F@ . Therefore, by using a similar argument, we have

l s ( θ N ) = i A log { 1 n 1 1 + λ ^ ( θ N ) π i 1 u i } = n log ( 1 n ) i A log { 1 + λ ^ ( θ N ) π i 1 u i } = n log ( 1 n ) i A { λ ^ T ( θ N ) π i 1 u i 1 2 λ ^ T ( θ N ) π i 2 u i 2 λ ^ ( θ N ) } + o p ( 1 ) = n log ( 1 n ) N 2 1 N i A π i 1 u i T { 1 N i = 1 N π i 1 u i 2 } 1 × 1 N i A π i 1 u i + o p ( 1 ) = n log ( 1 n ) N 2 1 N i A π i 1 ( X i X ¯ N ) T { 1 N i = 1 N π i 1 ( X i X ¯ N ) 2 } 1 × 1 N i A π i 1 ( X i X ¯ N ) N 2 1 N i A π i 1 η i * T { 1 N i = 1 N π i 1 η i * 2 } 1 × 1 N i A π i 1 η i * + o p ( 1 ) ( D .4 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaauaabaqagiaaaaqaaiaadYgadaWgaaWcbaGaam4Caaqa baGcdaqadeqaaiabeI7aXnaaBaaaleaacaWGobaabeaaaOGaayjkai aawMcaaaqaaiaai2dadaaeqbqaaiGacYgacaGGVbGaai4zamaacmaa baWaaSaaaeaacaaIXaaabaGaamOBaaaacaaMe8+aaSaaaeaacaaIXa aabaGaaGymaiaaysW7cqGHRaWkcaaMe8Uafq4UdWMbaKaadaqadeqa aiabeI7aXnaaBaaaleaacaWGobaabeaaaOGaayjkaiaawMcaaiabec 8aWnaaDaaaleaacaWGPbaabaGaeyOeI0IaaGymaaaakiaadwhadaWg aaWcbaGaamyAaaqabaaaaaGccaGL7bGaayzFaaaaleaacaWGPbGaey icI4Saamyqaaqab0GaeyyeIuoaaOqaaaqaaiaai2dacaWGUbGaciiB aiaac+gacaGGNbWaaeWaaeaadaWcaaqaaiaaigdaaeaacaWGUbaaaa GaayjkaiaawMcaaiaaysW7cqGHsislcaaMe8+aaabuaeaaciGGSbGa ai4BaiaacEgadaGadaqaaiaaigdacaaMe8Uaey4kaSIaaGjbVlqbeU 7aSzaajaWaaeWabeaacqaH4oqCdaWgaaWcbaGaamOtaaqabaaakiaa wIcacaGLPaaacqaHapaCdaqhaaWcbaGaamyAaaqaaiabgkHiTiaaig daaaGccaWG1bWaaSbaaSqaaiaadMgaaeqaaaGccaGL7bGaayzFaaaa leaacaWGPbGaeyicI4Saamyqaaqab0GaeyyeIuoaaOqaaaqaaiaai2 dacaWGUbGaciiBaiaac+gacaGGNbWaaeWaaeaadaWcaaqaaiaaigda aeaacaWGUbaaaaGaayjkaiaawMcaaiaaysW7cqGHsislcaaMe8+aaa buaeaadaGadaqaaiqbeU7aSzaajaWaaWbaaSqabeaaruWqHXwAIjxA GWuANHgDaGqbaiaa=r6aaaGcdaqadeqaaiabeI7aXnaaBaaaleaaca WGobaabeaaaOGaayjkaiaawMcaaiabec8aWnaaDaaaleaacaWGPbaa baGaeyOeI0IaaGymaaaakiaadwhadaWgaaWcbaGaamyAaaqabaGcca aMe8UaeyOeI0IaaGjbVpaalaaabaGaaGymaaqaaiaaikdaaaGafq4U dWMbaKaadaahaaWcbeqaaiaa=r6aaaGcdaqadeqaaiabeI7aXnaaBa aaleaacaWGobaabeaaaOGaayjkaiaawMcaaiabec8aWnaaDaaaleaa caWGPbaabaGaeyOeI0IaaGOmaaaakiaadwhadaqhaaWcbaGaamyAaa qaaiabgEPielaaikdaaaGccuaH7oaBgaqcamaabmqabaGaeqiUde3a aSbaaSqaaiaad6eaaeqaaaGccaGLOaGaayzkaaaacaGL7bGaayzFaa GaaGjbVlabgUcaRiaaysW7caWGVbWaaSbaaSqaaiaadchaaeqaaOWa aeWabeaacaaMb8UaaGymaiaaygW7aiaawIcacaGLPaaaaSqaaiaadM gacqGHiiIZcaWGbbaabeqdcqGHris5aaGcbaaabaGaaGypaiaad6ga ciGGSbGaai4BaiaacEgadaqadaqaamaalaaabaGaaGymaaqaaiaad6 gaaaaacaGLOaGaayzkaaGaaGjbVlabgkHiTiaaysW7daWcaaqaaiaa d6eaaeaacaaIYaaaaiaaysW7daWcaaqaaiaaigdaaeaacaWGobaaai aaysW7daaeqbqaaiabec8aWnaaDaaaleaacaWGPbaabaGaeyOeI0Ia aGymaaaakiaadwhadaqhaaWcbaGaamyAaaqaaiaa=r6aaaGcdaGada qaamaalaaabaGaaGymaaqaaiaad6eaaaGaaGjbVpaaqahabaGaeqiW da3aa0baaSqaaiaadMgaaeaacqGHsislcaaIXaaaaOGaamyDamaaDa aaleaacaWGPbaabaGaey4LIqSaaGOmaaaaaeaacaWGPbGaaGypaiaa igdaaeaacaWGobaaniabggHiLdaakiaawUhacaGL9baaaSqaaiaadM gacqGHiiIZcaWGbbaabeqdcqGHris5aOWaaWbaaSqabeaacqGHsisl caaIXaaaaOGaaGjbVlabgEna0kaaysW7daWcaaqaaiaaigdaaeaaca WGobaaaiaaysW7daaeqbqaaiabec8aWnaaDaaaleaacaWGPbaabaGa eyOeI0IaaGymaaaakiaadwhadaWgaaWcbaGaamyAaaqabaGccaaMe8 Uaey4kaSIaaGjbVlaad+gadaWgaaWcbaGaamiCaaqabaGcdaqadeqa aiaaygW7caaIXaGaaGzaVdGaayjkaiaawMcaaaWcbaGaamyAaiabgI GiolaadgeaaeqaniabggHiLdaakeaaaeaacaaI9aGaamOBaiGacYga caGGVbGaai4zamaabmaabaWaaSaaaeaacaaIXaaabaGaamOBaaaaai aawIcacaGLPaaacaaMe8UaeyOeI0IaaGjbVpaalaaabaGaamOtaaqa aiaaikdaaaGaaGjbVpaalaaabaGaaGymaaqaaiaad6eaaaGaaGjbVp aaqafabaGaeqiWda3aa0baaSqaaiaadMgaaeaacqGHsislcaaIXaaa aOWaaeWabeaacaWGybWaaSbaaSqaaiaadMgaaeqaaOGaaGjbVlabgk HiTiaaysW7ceWGybGbaebadaWgaaWcbaGaamOtaaqabaaakiaawIca caGLPaaadaahaaWcbeqaaiaa=r6aaaGcdaGadaqaamaalaaabaGaaG ymaaqaaiaad6eaaaGaaGjbVpaaqahabaGaeqiWda3aa0baaSqaaiaa dMgaaeaacqGHsislcaaIXaaaaOWaaeWabeaacaWGybWaaSbaaSqaai aadMgaaeqaaOGaaGjbVlabgkHiTiaaysW7ceWGybGbaebadaWgaaWc baGaamOtaaqabaaakiaawIcacaGLPaaadaahaaWcbeqaaiabgEPiel aaikdaaaaabaGaamyAaiaai2dacaaIXaaabaGaamOtaaqdcqGHris5 aaGccaGL7bGaayzFaaWaaWbaaSqabeaacqGHsislcaaIXaaaaaqaai aadMgacqGHiiIZcaWGbbaabeqdcqGHris5aaGcbaaabaGaey41aqRa aGjbVpaalaaabaGaaGymaaqaaiaad6eaaaGaaGjbVpaaqafabaGaeq iWda3aa0baaSqaaiaadMgaaeaacqGHsislcaaIXaaaaOWaaeWabeaa caWGybWaaSbaaSqaaiaadMgaaeqaaOGaaGjbVlabgkHiTiaaysW7ce WGybGbaebadaWgaaWcbaGaamOtaaqabaaakiaawIcacaGLPaaaaSqa aiaadMgacqGHiiIZcaWGbbaabeqdcqGHris5aOGaaGjbVlabgkHiTi aaysW7daWcaaqaaiaad6eaaeaacaaIYaaaaiaaysW7daWcaaqaaiaa igdaaeaacaWGobaaaiaaysW7daaeqbqaaiabec8aWnaaDaaaleaaca WGPbaabaGaeyOeI0IaaGymaaaakiabeE7aOnaaDaaaleaacaWGPbaa baGaaiOkaiaa=r6aaaGcdaGadaqaamaalaaabaGaaGymaaqaaiaad6 eaaaGaaGjbVpaaqahabaGaeqiWda3aa0baaSqaaiaadMgaaeaacqGH sislcaaIXaaaaOGaeq4TdG2aa0baaSqaaiaadMgaaeaacaGGQaGaey 4LIqSaaGOmaaaaaeaacaWGPbGaaGypaiaaigdaaeaacaWGobaaniab ggHiLdaakiaawUhacaGL9baadaahaaWcbeqaaiabgkHiTiaaigdaaa aabaGaamyAaiabgIGiolaadgeaaeqaniabggHiLdGccaaMe8Uaey41 aqRaaGjbVpaalaaabaGaaGymaaqaaiaad6eaaaGaaGjbVpaaqafaba GaeqiWda3aa0baaSqaaiaadMgaaeaacqGHsislcaaIXaaaaOGaeq4T dG2aa0baaSqaaiaadMgaaeaacaGGQaaaaOGaaGjbVlabgUcaRiaays W7caWGVbWaaSbaaSqaaiaadchaaeqaaOWaaeWabeaacaaMb8UaaGym aiaaygW7aiaawIcacaGLPaaacaaMe8UaaGPaVdWcbaGaamyAaiabgI GiolaadgeaaeqaniabggHiLdGccaGGOaGaaeiraiaab6cacaqG0aGa aiykaaaaaaa@E48D@

provided i = 1 N π i 1 ( X i X ¯ N ) η i = 0 . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaamaaqadabaGaeqiWda3aa0baaSqaaiaadMgaaeaacqGH sislcaaIXaaaaOWaaeWabeaacaWGybWaaSbaaSqaaiaadMgaaeqaaO GaaGjbVlabgkHiTiaaysW7ceWGybGbaebadaWgaaWcbaGaamOtaaqa baaakiaawIcacaGLPaaacaaMe8Uaeq4TdG2aaSbaaSqaaiaadMgaae qaaOGaaGjbVlaai2dacaaMe8UaaGimaaWcbaGaamyAaiaai2dacaaI XaaabaGaamOtaaqdcqGHris5aOGaaiOlaaaa@57B2@ According to (D.1), (D.4), and after some algebra, we have

c 1 c 2 R n ( θ N ) = 2 c 1 c 2 { l s ( θ ^ SEL ) l s ( θ N ) } = c 1 c 2 { 1 N i A π i 1 η i * } 2 ( 1 N 2 i = 1 N π i 1 η i * 2 ) 1 = { V ( 1 N i A π i 1 η i * ) 1 / 2 1 N i A π i 1 η i * } 2 d χ 1 2 . ( D .5 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbmv3yPrwyGmuy SXwANjxyWHwEaebbnrfifHhDYfgasaacH8rrps0lbbf9q8qqaqpepe c8Eeeu0xXdf9arpi0xb9Lqpe0dbvb9frpepeI8k8hiNsFfY=qqqrFf pie9qqpe0dd9q8qi0de9Fve9Fve9pXqaaeaabiGaciaacaqabeaadi qaaqaaaOqaauaabaqaciaaaeaadaWcaaqaaiaadogadaWgaaWcbaGa aGymaaqabaaakeaacaWGJbWaaSbaaSqaaiaaikdaaeqaaaaakiaays W7caWGsbWaaSbaaSqaaiaad6gaaeqaaOWaaeWabeaacqaH4oqCdaWg aaWcbaGaamOtaaqabaaakiaawIcacaGLPaaaaeaacaaI9aGaaGjbVp aalaaabaGaaGOmaiaadogadaWgaaWcbaGaaGymaaqabaaakeaacaWG JbWaaSbaaSqaaiaaikdaaeqaaaaakiaaysW7daGadaqaaiaadYgada WgaaWcbaGaam4CaaqabaGcdaqadeqaaiqbeI7aXzaajaWaaSbaaSqa aiaabofacaqGfbGaaeitaaqabaaakiaawIcacaGLPaaacaaMe8Uaey OeI0IaaGjbVlaadYgadaWgaaWcbaGaam4CaaqabaGcdaqadeqaaiab eI7aXnaaBaaaleaacaWGobaabeaaaOGaayjkaiaawMcaaaGaay5Eai aaw2haaiaaysW7caaI9aGaaGjbVpaalaaabaGaam4yamaaBaaaleaa caaIXaaabeaaaOqaaiaadogadaWgaaWcbaGaaGOmaaqabaaaaOGaaG jbVpaacmaabaWaaSaaaeaacaaIXaaabaGaamOtaaaacaaMe8+aaabu aeaacqaHapaCdaqhaaWcbaGaamyAaaqaaiabgkHiTiaaigdaaaGccq aH3oaAdaqhaaWcbaGaamyAaaqaaiaacQcaaaaabaGaamyAaiabgIGi olaadgeaaeqaniabggHiLdaakiaawUhacaGL9baadaahaaWcbeqaai aaikdaaaGcdaqadaqaamaalaaabaGaaGymaaqaaiaad6eadaahaaWc beqaaiaaikdaaaaaaOGaaGjbVpaaqahabaGaeqiWda3aa0baaSqaai aadMgaaeaacqGHsislcaaIXaaaaOGaeq4TdG2aa0baaSqaaiaadMga aeaacaGGQaGaaGOmaaaaaeaacaWGPbGaaGypaiaaigdaaeaacaWGob aaniabggHiLdaakiaawIcacaGLPaaadaahaaWcbeqaaiabgkHiTiaa igdaaaaakeaaaeaacaaI9aGaaGjbVpaacmaabaGaamOvamaabmaaba WaaSaaaeaacaaIXaaabaGaamOtaaaacaaMe8+aaabuaeaacqaHapaC daqhaaWcbaGaamyAaaqaaiabgkHiTiaaigdaaaGccqaH3oaAdaqhaa WcbaGaamyAaaqaaiaacQcaaaaabaGaamyAaiabgIGiolaadgeaaeqa niabggHiLdaakiaawIcacaGLPaaadaahaaWcbeqaaiabgkHiTmaaly aabaGaaGymaaqaaiaaikdaaaaaaOWaaSaaaeaacaaIXaaabaGaamOt aaaacaaMe8+aaabuaeaacqaHapaCdaqhaaWcbaGaamyAaaqaaiabgk HiTiaaigdaaaGccqaH3oaAdaqhaaWcbaGaamyAaaqaaiaacQcaaaaa baGaamyAaiabgIGiolaadgeaaeqaniabggHiLdaakiaawUhacaGL9b aadaahaaWcbeqaaiaaikdaaaGccaaMe8UaeyOKH46aaWbaaSqabeaa caWGKbaaaOGaaGjbVlabeE8aJnaaDaaaleaacaaIXaaabaGaaGOmaa aakiaai6cacaaMf8UaaGzbVlaaywW7caaMf8UaaGzbVlaaywW7caaM f8UaaGzbVlaaywW7caGGOaGaaeiraiaab6cacaqG1aGaaiykaaaaaa a@DD56@

Therefore, Theorem 3 is proven.

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