On multivariate Gaussian tails

Annals of the Institute of Statistical Mathematics

Volumn 55, Issue 3, 2003, Pages 507-522

  Hashorva, Enkelejd ^a   Hüsler, Jürg ^a  

^a UNIVERSITY OF BERN   (Switzerland)

Author keywords

Gaussian random sequences; Multivariate Mills ratio; Quadratic programming; Tail asymptotics

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; LAPLACE TRANSFORMS; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; QUADRATIC PROGRAMMING; RANDOM PROCESSES; SET THEORY; VECTORS;

GAUSSIAN RANDOM SEQUENCES; MULTIVARIATED MILLS RATIO; TAIL ASYMPTOTICS;

STATISTICAL METHODS;

EID: 10744233994     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02517804     Document Type: Article

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