Tail probabilities for weighted sums of products of normal random variables

DOI10.1017/S0004972700032214zbMath0919.62012OpenAlexW2125081770MaRDI QIDQ4224794

Neville C. Weber, B. Gail Ivanoff

Publication date: 16 August 1999

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700032214

zbMATH Keywords

tail probabilitiesweighted sumsproducts of normal random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Related Items

On extremal behavior of Gaussian chaos ⋮ Asymptotic expansion of Gaussian chaos via probabilistic approach

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