A limit formula and a series expansion for the bivariate normal tail probability
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Publication:6606946
DOI10.1007/S11222-024-10466-WzbMATH Open1545.62003MaRDI QIDQ6606946FDOQ6606946
Authors: Siu-Kui Au 
Publication date: 17 September 2024
Published in: Statistics and Computing (Search for Journal in Brave)
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Computational methods for problems pertaining to statistics (62-08) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
- Title not available (Why is that?)
- Mills' ratio: Monotonicity patterns and functional inequalities
- Bivariate conditioning approximations for multivariate normal probabilities
- Approximating Mills ratio
- INEQUALITIES FOR THE NORMAL INTEGRAL INCLUDING A NEW CONTINUED FRACTION
- A Simple Approximation for Bivariate and Trivariate Normal Integrals
- Computation of the Trivariate Normal Integral
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- Tables for Computing Bivariate Normal Probabilities
- Mill's ratio for multivariate normal distributions
- Calculation of univariate and bivariate normal probability functions
- A simple approximation to the bivariate normal distribution with large correlation coefficient
- Asymptotics and bounds for multivariate Gaussian tails
- On multivariate Gaussian tails
- An asymptotic expansion for the multivariate normal distribution and Mills' ratio
- Some new approximations and proofs for Mills' ratio
- Approximation of some multivariate risk measures for Gaussian risks
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