1. Paul Kabaila is Reader, Department of Statistical Science, La Trobe University, Victoria 3086, Australia . Hannes Leeb is Assistant Professor, Department of Statistics, Yale University, New Haven, CT06511 . Comments and suggestions from Frank Samaniego, the associate editor, and two anonymous referees are greatly appreciated. The second author also thanks Hani Doss and Benedikt M. Pötscher for very helpful comments.