Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
Generalizations of some known methods of asymptotic analysis are given. Known methods are based on the study of the local behavior of the integrand at some critical points which lie either in the interior of the integration domain or on twice continuously differentiable boundary. In the main result of the present paper the critical points are also allowed to lie on an edge or corner of the integration domain. The main result is applied to evaluate some multinormal probabilities.
scientific article; zbMATH DE number 4118719
scientific article