The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications
type: Item
instance of: scholarly article
title: The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications
zbMATH Open document ID: 1034.60034
DOI: 10.1023/A:1020595203723
author: V. A. Koval'
published in: Mathematical Notes
publication date: 2003-06-15T00:00:00Z
review text: The author establishes laws of the iterated logarithm for sequences of independent \({\mathbb R}^d\)-valued random vectors. As an application of the LIL, the author determines the rate of convergence of the least-square estimates of the unknown parameter of a multidimensional linear regression with Gaussian perturbations.
reviewed by: Y. Xiao
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 1928293
zbMATH Keywords: law of the iterated logarithm
zbMATH Keywords: random vectors
zbMATH Keywords: matrix norm
zbMATH Keywords: Gaussian random vectors
zbMATH Keywords: multidimensional linear regression
zbMATH Keywords: least-square estimates
MaRDI profile type: Publication
full work available at URL: a:1020595203723
OpenAlex ID: W315908829
description: scientific article; zbMATH DE number 1928293