A law of the iterated logarithm for the sample covariance matrix.

Sepanski, Steven J.

Electronic Communications in Probability [electronic only] (2003)

  • Volume: 8, page 63-76
  • ISSN: 1083-589X

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Sepanski, Steven J.. "A law of the iterated logarithm for the sample covariance matrix.." Electronic Communications in Probability [electronic only] 8 (2003): 63-76. <http://eudml.org/doc/124578>.

@article{Sepanski2003,
author = {Sepanski, Steven J.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {bounded law of the iterated logarithm; multivariate -statistic; multivariate -statistic},
language = {eng},
pages = {63-76},
publisher = {University of Washington},
title = {A law of the iterated logarithm for the sample covariance matrix.},
url = {http://eudml.org/doc/124578},
volume = {8},
year = {2003},
}

TY - JOUR
AU - Sepanski, Steven J.
TI - A law of the iterated logarithm for the sample covariance matrix.
JO - Electronic Communications in Probability [electronic only]
PY - 2003
PB - University of Washington
VL - 8
SP - 63
EP - 76
LA - eng
KW - bounded law of the iterated logarithm; multivariate -statistic; multivariate -statistic
UR - http://eudml.org/doc/124578
ER -

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