A remark on quadrant normal probabilities in high dimensions

Statistics and Probability Letters

Volumn 51, Issue 1, 2001, Pages 47-51

  Rinott, Yosef ^a   Rotar, Vladimir ^b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CENTRAL ECONOMICS AND MATHEMATICS INSTITUTE   (Russian Federation)

^c SAN DIEGO STATE UNIVERSITY   (United States)

Author keywords

Correlations; Laplace method; Maximum of dependent normal variables; Normal probabilities; Primary 62E20; Secondary 60E05

Indexed keywords

EID: 0011058383     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00141-3     Document Type: Article

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