Pages that link to "Item:Q1018328"
From MaRDI portal
The following pages link to A note on multivariate Gaussian estimates (Q1018328):
Displaying 12 items.
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Certain approximations to achieve sharp lower and upper bounds for the Mills' ratio of the inverse Gaussian distribution (Q530356) (← links)
- The first exit time of a Brownian motion from the Minimum and maximum parabolic domains (Q662882) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution (Q2325913) (← links)
- The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains (Q2670771) (← links)
- Some Asymptotic Formulas for a Brownian Motion From the Maximum and Minimum Complicated Domains (Q2794788) (← links)
- A note on the estimates of multivariate Gaussian probability (Q2807778) (← links)
- C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions (Q2815446) (← links)
- Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains (Q2832652) (← links)
- The Bivariate Normal Copula (Q2859290) (← links)
- Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary (Q2931578) (← links)