scientific article; zbMATH DE number 431874

MaRDI QIDQ3138653zbMATH OpenFDO

Authors B. L. S. Prakasa Rao

Publication date 14 March 1994

zbMATH Keywords

integro- differential inequalitymultivariate limit theoremmultivariate normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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• Estimation for diffusion processes from discrete observation
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• Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT
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• Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
• Probability inequalities for bounded random vectors
• A general version of Price's theorem. A tool for bounding the expectation of nonlinear functions of Gaussian random vectors
• A multivariate Chebyshev bound of the Selberg form
• scientific article; zbMATH DE number 4039033 (Why is no real title available?)
• Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances

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