Pages that link to "Item:Q5781429"

The following pages link to Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument (Q5781429):

Displayed 35 items.

• Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) ‎ (← links)
• Correlation in a singly truncated bivariate normal distribution (Q151799) ‎ (← links)
• On approximating Mills ratio (Q262460) ‎ (← links)
• \(p\)-value model selection criteria for exponential families of increasing dimension (Q464374) ‎ (← links)
• Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) ‎ (← links)
• Consistency of Markov chain quasi-Monte Carlo on continuous state spaces (Q548531) ‎ (← links)
• Slepian noise approach for Gaussian and Laplace moving average processes (Q897844) ‎ (← links)
• Current status data with competing risks: Limiting distribution of the MLE (Q930645) ‎ (← links)
• Evaluation of the normal distribution function (Q1153608) ‎ (← links)
• On Laplace continued fraction for the normal integral (Q1206634) ‎ (← links)
• Degree asymptotics with rates for preferential attachment random graphs (Q1950267) ‎ (← links)
• Self-similar shrinkers of the one-dimensional Landau-Lifshitz-Gilbert equation (Q2021713) ‎ (← links)
• Adverse selection, efficiency and the structure of information (Q2059074) ‎ (← links)
• The method of cumulants for the normal approximation (Q2135728) ‎ (← links)
• A quantile inequality for location-scale distributions (Q2197618) ‎ (← links)
• Optimal Mirrleesian taxation in non-competitive labor markets (Q2305046) ‎ (← links)
• Bayesian robustness under a skew-normal class of prior distribution (Q2447778) ‎ (← links)
• Improved inequalities for the Poisson and binomial distribution and upper tail quantile functions (Q2510939) ‎ (← links)
• Simultaneous estimation of \(p\) positive normal means with common unknown variance (Q2520521) ‎ (← links)
• Bayes approach to compound distributions arising from truncated mixing densities (Q2549546) ‎ (← links)
• A convergent asymptotic expansion for Mill's ratio and the normal probability integral in terms of rational functions (Q2625738) ‎ (← links)
• Valuation when disaster risks increase at an increasing rate (Q2695783) ‎ (← links)
• Asymptotically Efficient Estimation of a Bivariate Gaussian–Weibull Distribution and an Introduction to the Associated Pseudo-truncated Weibull (Q2792300) ‎ (← links)
• Tail Probability Ratios of Normal and Student’s<i>t</i>Distributions (Q2931575) ‎ (← links)
• Likelihood Ratio Tests for the Non Equivalence of Means (Q3087568) ‎ (← links)
• Combining thresholding rules: a new way to improve the performance of wavelet estimators (Q3145405) ‎ (← links)
• Bounds for the t-tail area (Q3316373) ‎ (← links)
• Triserial correlation (Q3352300) ‎ (← links)
• Accuracy, confidence and consensus in bayesian hypothesis inference (Q3702264) ‎ (← links)
• Schranken für die Normalverteilung (Q4768377) ‎ (← links)
• Bounds on Iterated Coerror Functions and Their Ratios (Q4776175) ‎ (← links)
• On Low-Risk Heavy Hitters and Sparse Recovery Schemes (Q5009511) ‎ (← links)
• A Double Inequality for the Tail Probability of Standard Normal Distribution (Q5286924) ‎ (← links)
• Isotropic measures and stronger forms of the reverse isoperimetric inequality (Q5348729) ‎ (← links)
• Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors (Q5421536) ‎ (← links)