Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. |
scientific article |
Statements
Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (English)
0 references
3 February 2004
0 references
Quadratic forms of Gaussian vectors
0 references
Tail behavior
0 references
Delta--gamma
0 references
method
0 references
Value-at-Risk
0 references
Quantile estimation
0 references
