On multivariate Gaussian tails
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Publication:1881414
DOI10.1007/BF02517804zbMath1050.62068MaRDI QIDQ1881414
Enkelejd Hashorva, Juerg Hüsler
Publication date: 5 October 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
62H10: Multivariate distribution of statistics
62H99: Multivariate analysis
62E20: Asymptotic distribution theory in statistics
60E15: Inequalities; stochastic orderings
90C90: Applications of mathematical programming
90C20: Quadratic programming
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