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On multivariate Gaussian tails - MaRDI portal

On multivariate Gaussian tails (Q1881414)

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scientific article; zbMATH DE number 2106225
Language Label Description Also known as
English
On multivariate Gaussian tails
scientific article; zbMATH DE number 2106225

    Statements

    title
    On multivariate Gaussian tails (English)
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    author
    Enkelejd Hashorva
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    J. Hüsler
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    publication date
    5 October 2004
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    zbMATH Keywords
    multivariate Mills ratio
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    Gaussian random sequences
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    tail asymptotics
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    quadratic programming
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    Identifiers

    DOI
    10.1007/BF02517804
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    Mathematics Subject Classification ID
    62H99
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    60E15
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    90C20
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    62H10
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    62E20
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    90C90
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    zbMATH DE Number
    2106225
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    OpenAlex ID
    W2021624181
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