Compute theoretical Inverse-Wishart variance of covariance matrix elements
IW_var(nu, p, xbar_ij, xbar_ii, xbar_jj)
Theoretical IW variance for covariance element (i,j)
Inverse Wishart degrees of freedom parameter
Matrix dimension for IW distribution
Empirical mean of covariance matrices at element (i,j)
Empirical mean of covariance matrices at the ith diagonal element
Empirical mean of covariance matrices at the jth diagonal element