A law of the iterated logarithm for the sample covariance matrix (Q1768197)
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scientific article; zbMATH DE number 2145755
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A law of the iterated logarithm for the sample covariance matrix |
scientific article; zbMATH DE number 2145755 |
Statements
A law of the iterated logarithm for the sample covariance matrix (English)
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14 March 2005
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bounded law of the iterated logarithm
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multivariate \(t\)-statistic
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0.8300408720970154
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0.8182596564292908
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0.8123795390129089
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0.8074188828468323
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