 Maximum-likelihood covariance estimator for centered Gaussian data

ID: maximum-likelihood-covariance-estimator-for-centered-gaussian-data

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

For independent

Z_{i} \sim N_{p} (0, Σ)

with known zero mean,

Σ = \frac{1}{n} \sum_{i = 1}^{n} Z_{i} Z_{i}^{T} .

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