The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications
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.
scientific article; zbMATH DE number 1928293