Question: Use the two-dimensional delta method from Exercise 12 to derive the estimator of the simulation variance of a sample variance as given in Eq. (12.2.3).

Use the two-dimensional delta method from Exercise 12 to derive the estimator of the simulation variance of a sample variance as given in Eq. (12.2.3). Replace E(Y) and E(W) by and , respectively, and replace ∑ by the sample variances and sample covariance.

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