A geometric approach to an asymptotic expansion for large deviation probabilities of Gaussian random vectors

DOI10.1006/jmva.1996.0036zbMath0864.41026OpenAlexW2041900565MaRDI QIDQ1817492

Karl W. Breitung, Wolf-Dieter Richter

Publication date: 8 December 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e7a39dd99cbf3f1317231e332edbc76e9370b3ff

zbMATH Keywords

asymptotic expansionsGaussian distributionnormal distributionlarge deviationsgeometric representationWatson's lemmalocal geometric properties

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Large deviations (60F10) Multidimensional problems (41A63)

Related Items (5)

Exact tests and confidence regions in nonlinear regression ⋮ Asymptotic expansion of Gaussian chaos via probabilistic approach ⋮ Continuous \(l_{n,p}\)-symmetric distributions ⋮ Asymptotic expansions for large deviation probabilities of noncentral generalized chi-square distributions ⋮ Two-dimensional asymptotic expansions for large deviations of spherically distributed random vectors if the dominating point degenerates asymptotically

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