A simple approximation to the bivariate normal distribution with large correlation coefficient
type: Item
instance of: scholarly article
title: A simple approximation to the bivariate normal distribution with large correlation coefficient
zbMATH Open document ID: 0796.62013
author: Willem Albers
author: Wilbert C. M. Kallenberg
published in: Journal of Multivariate Analysis
publication date: 1994-09-26T00:00:00Z
full work available at URL: a-simple-approximation-to-the-bivariate-normal-distribution-with-large-correlation-coefficient(e44602fc-e38b-4724-8190-e7602df41725).html
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 584030
zbMATH Keywords: large correlation coefficient
zbMATH Keywords: bivariate normal distribution
zbMATH Keywords: numerical examples
zbMATH Keywords: exact upper and lower bounds
zbMATH Keywords: asymptotic results on the error terms
MaRDI profile type: Publication
OpenAlex ID: W1967253241
DOI: 10.1006/JMVA.1994.1015
description: scientific article; zbMATH DE number 584030