A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors
DOI10.1006/JMVA.1996.0036zbMATH Open0864.41026OpenAlexW2041900565MaRDI QIDQ1817492FDOQ1817492
Authors: Karl W. Breitung, Wolf-Dieter Richter 
Publication date: 8 December 1996
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e7a39dd99cbf3f1317231e332edbc76e9370b3ff
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normal distributionasymptotic expansionsGaussian distributionlarge deviationsWatson's lemmageometric representationlocal geometric properties
Large deviations (60F10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Multidimensional problems (41A63)
Cited In (6)
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- Asymptotic expansion of Gaussian chaos via probabilistic approach
- Continuous \(l_{n,p}\)-symmetric distributions
- Exact tests and confidence regions in nonlinear regression
- Asymptotics and bounds for multivariate Gaussian tails
- Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions
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