Pages that link to "Item:Q1776117"
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The following pages link to Asymptotics and bounds for multivariate Gaussian tails (Q1776117):
Displaying 31 items.
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- A formula for the tail probability of a multivariate normal distribution and its applications (Q700147) (← links)
- Tail asymptotic results for elliptical distributions (Q938049) (← links)
- Boundary non-crossings of Brownian pillow (Q966499) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- A note on multivariate Gaussian estimates (Q1018328) (← links)
- Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- On multivariate Gaussian tails (Q1881414) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- Divide and color representations for threshold Gaussian and stable vectors (Q2184620) (← links)
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification (Q2196123) (← links)
- Large deviations of bivariate Gaussian extrema (Q2297813) (← links)
- Multivariate inverse Gaussian distribution as a limit of multivariate waiting time distributions (Q2382887) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Multiple maxima in multivariate samples (Q2575552) (← links)
- A note on the estimates of multivariate Gaussian probability (Q2807778) (← links)
- On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (Q5140652) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)
- Tail-Sensitive Gaussian Asymptotics for Marginals of Concentrated Measures in High Dimension (Q5424442) (← links)
- An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (Q5438336) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- A limit formula and a series expansion for the bivariate normal tail probability (Q6606946) (← links)
- Central limit theorems and asymptotic independence for local \(U\)-statistics on diverging halfspaces (Q6635735) (← links)
- Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics (Q6635939) (← links)