prtocol has been updated. One can now store their XML Sitemap Files anywhere, even on a different domain than the one referenced in the Sitemap. For this you have to update your robots.txt file of the domain the Sitemap file references.

Previously one can't have the privilege of adding a sitemap for subdomains. Google was an exception where webmaster can veriy their ownership of all the domains in Google Webmaster Tool.
For more information visit:
Google Webmaster Central Blog
Microsoft Blog
Yahoo! Search Blog


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