An asymptotic expansion for the multivariate normal distribution and Mills' ratio

DOI10.6028/jres.068B.002zbMath0119.15406OpenAlexW2314903830MaRDI QIDQ5730575

Harold Ruben

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)

Full work available at URL: https://doi.org/10.6028/jres.068b.002

zbMATH Keywords

statistics

Related Items (7)

Unique factorization of products of bivariate normal cumulative distribution functions ⋮ Evaluation of the normal distribution function ⋮ A new representation for multivariate tail probabilities ⋮ 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 ⋮ The problem of identification of parameters by the distribution of the maximum random variable

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