2. Page 58: Delete "be" at end of first line of Proposition 4.3.

3. Page 149: Delete "the" on line 7.

4. Page 191, 3rd line of Section 10.1.1: Delete "for".

5. Page 198, line 6: Change x to z twice in the conditional independence statement.

6. Page 219, line 20: There is an extra right parenthesis in the subscripts on this line.

7. Page 229, line 4 and 5 from the bottom: An expression is split between these two lines.

8. Page 230, line 5 from the bottom: "Proposition 12.3" should be "Proposition 12.2"

9. Page 235, line 6: "(2.12)" should be "(12.12)"

10. Page 260, line 12: a^Tx should be a^Tx₁

11. Page 174, line 15 from the bottom: "y on w" should be "y on x".

12. Page 19, line 1 from the bottom: "Nelder (1989)" should be "Nelder (1990)".

13. Page 335, "Nelder (1989)" should be "Nelder (1990)" and the volume number should be 44 not 43.

14. Pages 208-209: Three instances of o_p(n^-1/2) in the last line of page 208 and the 5th and 9th lines of page 209 should all be o_p(1). These changes have no impact on the proof.

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