A note on the estimates of multivariate Gaussian probability

DOI10.1080/03610926.2013.863936zbMATH Open1338.60058OpenAlexW2094277616MaRDI QIDQ2807778FDOQ2807778

Authors Dawei Lu

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.863936

zbMATH Keywords

lower and upper boundsMills' ratiomultivariate Gaussian probability

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15)

Recommendations

• A note on multivariate Gaussian estimates
• On a lower bound for the multivariate normal Mills' ratio
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• Some new upper and lower bounds for the Mills ratio
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Cites work

• A note on multivariate Gaussian estimates
• Asymptotics and bounds for multivariate Gaussian tails
• Extremes of Gaussian processes over an infinite horizon
• Extremes of multidimensional Gaussian processes
• Lower bounds for the multivariate normal Mills' ratio
• Mill's ratio for multivariate normal distributions
• On multivariate Gaussian tails

Cited in

(6)

• On a lower bound for the multivariate normal Mills' ratio
• On multivariate Gaussian tails
• scientific article; zbMATH DE number 6539633 (Why is no real title available?)
• Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time
• A note on multivariate Gaussian estimates
• scientific article; zbMATH DE number 4030740 (Why is no real title available?)

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