Pages that link to "Item:Q4532395"
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The following pages link to On asymptotics of multivariate integrals with applications to records (Q4532395):
Displaying 13 items.
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
- Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Asymptotics and bounds for multivariate Gaussian tails (Q1776117) (← links)
- Remarks on domination of maxima (Q1871318) (← links)
- On multivariate Gaussian tails (Q1881414) (← links)
- Asymptotic domination of sample maxima (Q2175603) (← links)
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification (Q2196123) (← links)
- Large deviations of bivariate Gaussian extrema (Q2297813) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Multiple maxima in multivariate samples (Q2575552) (← links)