Steven J. Sepanski

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A law of the iterated logarithm for the sample covariance matrix
Electronic Communications in Probability
2005-03-14Paper
Regular variation and the functional central limit theorem for heavy tailed random vectors
Publications de l'Institut Mathematique
2003-11-26Paper
Extreme values and the multivariate compact law of the iterated logarithm
Journal of Theoretical Probability
2002-05-23Paper
A weak law of large numbers for the sample covariance matrix
Electronic Communications in Probability
2000-07-27Paper
A weak law of large numbers for the sample covariance matrix
Electronic Communications in Probability
2000-07-27Paper
A compact law of the iterated logarithm for random vectors in the generalized domain of attraction of the multivariate Gaussian law
Journal of Theoretical Probability
2000-05-04Paper
Maximum likelihood estimation of a random-effects model
Communications in Statistics: Theory and Methods
1999-04-13Paper
Some invariance principles for random vectors in the generalized domain of attraction of the multivariate normal law
Journal of Theoretical Probability
1998-10-11Paper
Asymptotics for multivariate \(t\)-statistic for random vectors in the generalized domain of attraction of the multivariate normal law
Statistics & Probability Letters
1997-05-29Paper
Probabilistic characterizations of the generalized domain of attraction of the multivariate normal law
Journal of Theoretical Probability
1994-12-05Paper
Necessary and sufficient conditions for the multivariate bootstrap of the mean
Statistics & Probability Letters
1994-10-11Paper
Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping
Journal of Multivariate Analysis
1994-07-04Paper
Almost sure bootstrap of the mean under random normalization
The Annals of Probability
1993-10-11Paper


Research outcomes over time


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