Question: Regarding the asymptotically valid Wald and (Z)-tests for the value of (sigma^{2}) in the case of nonnormally distributed populations and the GLM as discussed at

Regarding the asymptotically valid Wald and $Z$-tests for the value of $\sigma^{2}$ in the case of nonnormally distributed populations and the GLM as discussed at the end of Section 10.6, justify their asymptotic size and consistency.

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