Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
- 1 July 1989
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 30 (1) , 80-97
- https://doi.org/10.1016/0047-259x(89)90089-4
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Asymptotic Approximations for Multinormal IntegralsJournal of Engineering Mechanics, 1984
- An asymptotic expansion for the multivariate normal distribution and Mills' ratioJournal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics, 1964
- Asymptotics. II. Laplace’s method for multiple integralsPacific Journal of Mathematics, 1961