A Saddle Point Approximation for Certain Multivariate Tail Probabilities
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Publication:4389292
DOI10.1137/S1064827594277338zbMath0907.62019MaRDI QIDQ4389292
Mainak Mazumdar, Satish Iyengar
Publication date: 12 May 1998
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Reliability and life testing (62N05)
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