So according to Wikipedia (Here) the sample covariance matrix is an unbiased estimator of the covariance matrix, but how do I prove this mathematically?
2025-01-13 02:24:49.1736735089
How do you show that the estimator for the covariance matrix is unbiased?
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The proof can be found in the book by T.W. Anderson "An Introduction to Multivariate Statistical Analysis" 3ed,page 77.