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Computing tail areas for a high-dimensional Gaussian mixture - MaRDI portal

Computing tail areas for a high-dimensional Gaussian mixture (Q5028829)

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scientific article; zbMATH DE number 7472225
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Computing tail areas for a high-dimensional Gaussian mixture
scientific article; zbMATH DE number 7472225

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    Computing tail areas for a high-dimensional Gaussian mixture (English)
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    10 February 2022
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    non-central chi-square
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    exponential family
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    chi-square
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    exponential tilting
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    Pearson curves
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