# Questions tagged [asymptotic-covariance]

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### Convergence in probability with double limits

Suppose you have a sequence of random variables $\left\lbrace X_{i}\right\rbrace_{i=1,...,n}$ which converges in probability to a random variable $X$, shown by $X_n \ \xrightarrow{p}\ X$ as n goes ...
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### Variance of evidence lower bound(ELBO) loss function

When using Bayesian optimisation in a neural network our loss function is equal to: Here the first term is the KL divergence between the approximate and true posteriors. The second term is the ...
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### Can someone kindly explain the function asyCov which computes the asymptotic covariance matrix of a correlation/covariance matrix

Here is the link for more references on this particular function: https://www.rdocumentation.org/packages/metaSEM/versions/1.2.5/topics/asyCov I'm interested in obtaining the asymptotic covariance ...
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### Can someone kindly explain how to obtain the sampling variance of 2 covariance in r

So basically, I’m currently modelling a 1-1-1 multilevel mediation from bauer et al., (2006). That is, it is a stacked mediation model, meaning that the mediation and outcome equation are stacked into ...
If $x_1, \ldots, x_n \in \mathbb{R}^p$ i.i.d. a specific distribution. denote: \begin{equation*} \mathbf{X} = \left( \begin{array}{c} x_1^{\top} \\ \cdots \\ x_n^{\top} ...