A law of the iterated logarithm for the sample covariance matrix
type: Item
instance of: scholarly article
title: A law of the iterated logarithm for the sample covariance matrix
zbMATH Open document ID: 1061.60028
author: Steven J. Sepanski
published in: Electronic Communications in Probability
publication date: 2005-03-14T00:00:00Z
full work available at URL: https://eudml.org/doc/124578
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 2145755
zbMATH Keywords: bounded law of the iterated logarithm
zbMATH Keywords: multivariate \(t\)-statistic
MaRDI profile type: Publication
OpenAlex ID: W2141368520
DOI: 10.1214/ECP.V8-1070
description: scientific article; zbMATH DE number 2145755