On Approximating Probabilities for Small and Large Deviations in $\mathbb{R}^d$
Work
Year: 1990
Type: article
Abstract: A unified approach to approximations of probabilities for sums of $n$ independent random vectors in $\mathbb{R}^d$ is presented based on the Edgeworth expansion of exponentially shifted vectors togeth... more
Source: The Annals of Probability
Cites: 18
Cited by: 31
Related to: 10
FWCI:
Citation percentile (by year/subfield): 91.45
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze