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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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/

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