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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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Understanding the derivation of a ML-estimator (statistics)

I'm trying to understand the derivation of a ML-estimator and more specifically the rewriting of the covariance matrix $\Sigma$. In this rewriting, a lemma is used to show that: $$ \tag{1} \Omega=\sig …
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