Pages that link to "Item:Q5781429"
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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)