ASYMPTOTIC APPROXIMATIONS FOR MULTIVARIATE INTEGRALS WITH AN APPLICATION TO MULTINORMAL PROBABILITIES

被引：33

作者：

BREITUNG, K ^{[1
]}

HOHENBICHLER, M ^{[1
]}

机构：

[1] TECH UNIV MUNICH,D-8000 MUNICH 2,FED REP GER

来源：

关键词：

D O I：

10.1016/0047-259X(89)90089-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：80 / 97

页数：18

共 9 条

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[3]

BREITUNG K, 1983, 4TH P INT C APPL STA, V2, P755

[4]

Fedoryuk M. V., 1977, METOD PEREVALA

[5]

Fulks W., 1961, PAC J MATH, V11, P185, DOI 10.2140/pjm.1961.11.185

[6]

Hestenes MR., 1975, OPTIMIZATION THEORY

[7]

HOHENBICHLER M, 1984, 69 TECHN U MUN RES R

[8]

JOHNSON NL, 1972, DISTRIBUTIONS STATIS

RUBEN, H .

JOURNAL OF RESEARCH OF THE NATIONAL BUREAU OF STANDARDS SECTION B-MATHEMATICAL SCIENCES, 1964, B 68 (01) :3-+