Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors-Reference-Cited by-同舟云学术

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

Published:2004-02 Issue:2 Volume:88 Page:252-273
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Jaschke Stefan,Klüppelberg Claudia,Lindner Alexander

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference20 articles.

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