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This article is cited in 1 scientific paper (total in 1 paper)
The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications
V. A. Koval' National Technical University of Ukraine "Kiev Polytechnic Institute"
Abstract:
In the paper, the law of the iterated logarithm in $\mathbb R^d$ for sums of independent random vectors subjected to matrix transformations is studied. Application to multidimensional linear regression is considered.
Received: 03.10.2001 Revised: 13.02.2002
Citation:
V. A. Koval', “The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications”, Mat. Zametki, 72:3 (2002), 363–369; Math. Notes, 72:3 (2002), 331–336
Linking options:
https://www.mathnet.ru/eng/mzm428https://doi.org/10.4213/mzm428 https://www.mathnet.ru/eng/mzm/v72/i3/p363
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