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

Recommendations

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

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)

Cites Work

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

Cited In (6)

• Title not available (Why is that?)
• Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time
• Title not available (Why is that?)
• A note on multivariate Gaussian estimates
• On multivariate Gaussian tails
• On a lower bound for the multivariate normal Mills' ratio

This page was built for publication: A note on the estimates of multivariate Gaussian probability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807778)