Steven J. Sepanski

Available identifiers

Publication	Date of Publication	Type
A law of the iterated logarithm for the sample covariance matrix	2005-03-14	Paper
Regular variation and the functional central limit theorem for heavy tailed random vectors	2003-11-26	Paper
Extreme values and the multivariate compact law of the iterated logarithm	2002-05-23	Paper
A weak law of large numbers for the sample covariance matrix	2000-07-27	Paper
A compact law of the iterated logarithm for random vectors in the generalized domain of attraction of the multivariate Gaussian law	2000-05-04	Paper
Maximum likelihood estimation of a random-effects model	1999-04-13	Paper
Some invariance principles for random vectors in the generalized domain of attraction of the multivariate normal law	1998-10-11	Paper
Asymptotics for multivariate \(t\)-statistic for random vectors in the generalized domain of attraction of the multivariate normal law	1997-05-29	Paper
Probabilistic characterizations of the generalized domain of attraction of the multivariate normal law	1994-12-05	Paper
Necessary and sufficient conditions for the multivariate bootstrap of the mean	1994-10-11	Paper
Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping	1994-07-04	Paper
Almost sure bootstrap of the mean under random normalization	1993-10-11	Paper

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