Computing tail areas for a high-dimensional Gaussian mixture

DOI10.2298/AADM181222039SMaRDI QIDQ5028829zbMATH OpenWikidataFDO

Authors Burcin Simsek, Satish Iyengar

Publication date 10 February 2022

Published in Applicable Analysis and Discrete Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/AADM181222039S

zbMATH Keywords

chi-squareexponential familyexponential tiltingnon-central chi-squarePearson curves

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• Bounds on a Distribution Function when its First n Moments are Given
• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• Hypothesis test for normal mixture models: the EM approach

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