The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications (Q1810197)
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scientific article; zbMATH DE number 1928293
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| English | The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications |
scientific article; zbMATH DE number 1928293 |
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The law of the iterated logarithm for matrix-normed sums of independent random variables and its applications (English)
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15 June 2003
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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.
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law of the iterated logarithm
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random vectors
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matrix norm
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Gaussian random vectors
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multidimensional linear regression
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least-square estimates
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0.8624841570854187
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0.8526077270507812
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0.8475673198699951
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0.8355109691619873
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