2 problems

Multivariate extension conjecture. A version of Theorem 2.1 should hold for $d$-dimensional Gaussian vectors $X_j$ orthogonalized by the inverse square root of their covariance mat…

For each $\rho>0$, let $B_\rho=\mathbf{E}\zeta_\rho^2$, $M_\rho=\mathbf{E}\xi_\rho^2$, and $E_\rho=B_\rho/M_\rho$ denote the efficiency of the maximum likelihood estimator. The lim…