Abstract:
In the paper, the law of the iterated logarithm in Rd for sums of independent random vectors subjected to matrix transformations is studied. Application to multidimensional linear regression is considered.
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