Pages that link to "Item:Q700147"

The following pages link to A formula for the tail probability of a multivariate normal distribution and its applications (Q700147):

Displaying 9 items.

• Classification in general finite dimensional spaces with the \(k\)-nearest neighbor rule (Q292872) (← links)
• On extremal behavior of Gaussian chaos (Q393865) (← links)
• Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
• The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (Q907283) (← links)
• Asymptotics of the norm of elliptical random vectors (Q2267591) (← links)
• Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
• COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY (Q2786684) (← links)
• Deep neural network expression of posterior expectations in Bayesian PDE inversion (Q5139333) (← links)
• Kesar Singh's contributions to statistical methodology (Q5970306) (← links)