On multivariate Gaussian tails

By Enkelejd Hashorva, Jürg Hüsler. 2003

58 citations recorded by the source corpus.

Subfields: Geometry and Topology, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b2f1d58493e18236088632c754c62f4ed3ae2422

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Geometry and Topology

1. Zdravko I. Botev

In Mathematical Physics

1. Zdravko I. Botev

In Statistics and Probability

1. Zdravko I. Botev
2. Joshua C. C. Chan

Citations in the corpus

• The normal law under linear restrictions: simulation and estimation via minimax tilting (2016, methodology): “X γl/ has been established by Hashorva and Hüsler (2003). For convenience, we restate their result by using our simplified notation.”
• A new representation for multivariate tail probabilities (2013, unknown): “Bounds on the multivariate Mills’ ratio P(XN > xβ , YN > xγ)/φ2(xβ , xγ ;ρ), obtained by Savage [24], or the asymptotic results of Ruben [23], see also Hashorva and Hüsler [7], provide that for xβ > ρxγ and xγ > ρxβ , P(XN > xβ , YN > xγ)∼L1(n;β, γ)n −{(β+γ−2ρ(βγ))/(1−ρ(2))} as n→∞ with L1(n;β, γ) =”