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The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications |
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| Authors: | Koval' V A |
| Institution: | (1) National Technical University of Ukraine, Kiev |
| Abstract: | In the paper, the law of the iterated logarithm in
for sums of independent random vectors subjected to matrix transformations is studied. Application to multidimensional linear regression is considered. |
| Keywords: | law of the iterated logarithm random vectors matrix norming Gaussian random vectors multidimensional linear regression least-squares estimates |
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