On multivariate Gaussian tails
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Publication:1881414
DOI10.1007/BF02517804zbMath1050.62068OpenAlexW2021624181MaRDI QIDQ1881414
Enkelejd Hashorva, Juerg Hüsler
Publication date: 5 October 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02517804
Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Applications of mathematical programming (90C90) Quadratic programming (90C20)
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