In the notation of Section 4.7.2, show that, when third- and higherorder cumulants are neglected, the cubes of the least squares residuals have covariance matrix cov(R iR jR k

, R lRmR n

) given by

κ

3 2 {ρ

i,jρ

k,lρm,n

[9] + ρ

i,lρ

j,mρ

k,n

[6]}, here taken to be of order n 3 × n 3

. Show that, if ν = n − p is the rank of ρ

i,j

, then wijk,lmn = ρi,lρj,mρk,n [6]/36 − ρi,jρk,lρm,n [9]/ {18 (v + 4)}