A note on multivariate Gaussian estimates

DOI10.1016/J.JMAA.2009.01.046MaRDI QIDQ1018328zbMATH OpenOpenAlexFDO

Authors Dawei Lu, Wenbo V. Li

Publication date 19 May 2009

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2009.01.046

zbMATH Keywords

multivariate Mills' ratio

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

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Cites work

• An Inequality for Mill's Ratio
• INEQUALITIES FOR THE NORMAL INTEGRAL INCLUDING A NEW CONTINUED FRACTION
• Lower bounds for the multivariate normal Mills' ratio
• Mill's ratio for multivariate normal distributions
• On multivariate Gaussian tails
• Some Inequalities for Continued Fractions
• Some Inequalities on Mill's Ratio and Related Functions
• The Gaussian measure of shifted balls

Cited in

(14)

• Certain approximations to achieve sharp lower and upper bounds for the Mills' ratio of the inverse Gaussian distribution
• A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution
• Some asymptotic formulas for a Brownian motion from the maximum and minimum domains with regular varying boundary
• Minima and maxima of elliptical arrays and spherical processes
• Some asymptotic formulas for a Brownian motion from the maximum and minimum complicated domains
• scientific article; zbMATH DE number 6539633 (Why is no real title available?)
• The first exit time of a Brownian motion from the Minimum and maximum parabolic domains
• C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions
• The bivariate normal copula
• Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains
• The first exit time of fractional Brownian motion from the minimum and maximum parabolic domains
• A note on multivariate majorization
• A note on the estimates of multivariate Gaussian probability
• On multivariate Gaussian tails

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