We prove the law of the iterated logarithm for a general class of M-estimators which covers in particular robust M-estimators and S-estimators of multivariate location-scatter. We also obtain an ...

Let $\{X_i\}$ be a sequence of independent, identically distributed nondegenerate random variables and $S_n = \sum^n_{i = 1}X_i$. We consider the question for various ...