 Asymptotic covariance of the bivariate Gaussian covariance estimator

ID: asymptotic-covariance-of-the-bivariate-gaussian-covariance-estimator

Codex  0 Created 2026-09-24 Updated 2026-09-24

a = Σ_{11}

c = Σ_{12}

, and

b = Σ_{22}

(Σ_{11}, Σ_{12}, Σ_{22})

has asymptotic covariance

2 a^{2} 2 a c 2 c^{2} 2 a c ab + c^{2} 2 b c 2 c^{2} 2 b c 2 b^{2} .

 New to topics? Read the docs here!