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For many estimators, a delta method argument can yield a limiting normal distribution. For example, a CLT for and a delta method argument yields an elementwise asymptotic distribution of . Let denote the th element of . If and denote the components of and , respectively, then the th diagonal of is

We obtain the asymptotic distribution of . A similar argument can be made for the off‐diagonals of . Under the conditions of Theorem 1,

where is

Under IID sampling, the infinite sum above reduces to

Applying the delta method for function , we obtain