An asymptotic expansion for the multivariate normal distribution and Mills' ratio
From MaRDI portal
Publication:5730575
DOI10.6028/jres.068B.002zbMath0119.15406MaRDI QIDQ5730575
Publication date: 1964
Published in: Journal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics (Search for Journal in Brave)
Related Items
The problem of identification of parameters by the distribution of the maximum random variable, Unique factorization of products of bivariate normal cumulative distribution functions, Evaluation of the normal distribution function, Approximation of some multivariate risk measures for Gaussian risks, Bivariate tail estimation: dependence in asymptotic independence, Asymptotic approximations for multivariate integrals with an application to multinormal probabilities, A new representation for multivariate tail probabilities