A law of the iterated logarithm for the sample covariance matrix.
Sepanski, Steven J.
Electronic Communications in Probability [electronic only], Tome 8 (2003), p. 63-76 / Harvested from The Electronic Library of Mathematics
Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:124578
@article{02145755,
     title = {A law of the iterated logarithm for the sample covariance matrix.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {8},
     year = {2003},
     pages = {63-76},
     zbl = {1061.60028},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02145755}
}
Sepanski, Steven J. A law of the iterated logarithm for the sample covariance matrix.. Electronic Communications in Probability [electronic only], Tome 8 (2003) pp. 63-76. http://gdmltest.u-ga.fr/item/02145755/