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Nov 17, 2022 at 12:10 comment added Walter This is all very nice. But how does it generalize for the multi-variate case, when the data are $k$-tuples and the $\sigma_i^2$ are symmetric $k\times k$ matrices?
Nov 17, 2022 at 6:30 comment added Walter Can you provide some reference to all this?
S Aug 2, 2022 at 12:59 history suggested Gustav CC BY-SA 4.0
fixed formula to match code
Aug 2, 2022 at 7:31 review Suggested edits
S Aug 2, 2022 at 12:59
Mar 15, 2020 at 17:28 history answered whuber CC BY-SA 4.0