Geodesic
The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications
Matematičeskie zametki, Tome 72 (2002) no. 3, pp. 363-369

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In the paper, the law of the iterated logarithm in $\mathbb R^d$ for sums of independent random vectors subjected to matrix transformations is studied. Application to multidimensional linear regression is considered. 
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     author = {V. A. Koval'},
     title = {The {Law} of the {Iterated} {Logarithm} for {Matrix-Normed} {Sums} of {Independent} {Random} {Variables} and {Its} {Applications}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {363--369},
     publisher = {mathdoc},
     volume = {72},
     number = {3},
     year = {2002},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2002_72_3_a4/}
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V. A. Koval'. The Law of the Iterated Logarithm for Matrix-Normed Sums of Independent Random Variables and Its Applications. Matematičeskie zametki, Tome 72 (2002) no. 3, pp. 363-369. http://geodesic.mathdoc.fr/item/MZM_2002_72_3_a4/