The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications

DOI10.1023/A:1020595203723zbMath1034.60034OpenAlexW315908829MaRDI QIDQ1810197

V. A. Koval'

Publication date: 15 June 2003

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020595203723

zbMATH Keywords

law of the iterated logarithmmatrix normGaussian random vectorsrandom vectorsleast-square estimatesmultidimensional linear regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Strong limit theorems (60F15)

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