A law of the iterated logarithm for the sample covariance matrix

DOI10.1214/ECP.V8-1070zbMath1061.60028OpenAlexW2141368520MaRDI QIDQ1768197

Steven J. Sepanski

Publication date: 14 March 2005

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124578

zbMATH Keywords

multivariate \(t\)-statisticbounded law of the iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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