A note on the estimates of multivariate Gaussian probability

DOI10.1080/03610926.2013.863936zbMath1338.60058OpenAlexW2094277616MaRDI QIDQ2807778

Dawei Lu

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.863936

zbMATH Keywords

lower and upper boundsMills' ratiomultivariate Gaussian probability

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Cites Work

• Extremes of multidimensional Gaussian processes
• A note on multivariate Gaussian estimates
• Lower bounds for the multivariate normal Mills' ratio
• Asymptotics and bounds for multivariate Gaussian tails
• On multivariate Gaussian tails
• Extremes of Gaussian processes over an infinite horizon
• Mill's ratio for multivariate normal distributions

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