Search Results - subject:"Gaussian random vector"

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016

-concentration inequality for the maximum of a Gaussian random vector, which derives a useful upper bound on the Lévy concentration function for …

Persistent link: https://www.econbiz.de/10011594350

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016 - This version: May 1, 2014

-concentration inequality for the maximum of a Gaussian random vector, which derives a useful upper bound on the Lévy concentration function for …

Persistent link: https://www.econbiz.de/10011525793

Explicit formulae for product moments of multivariate Gaussian random variables

Song, Iickho; Lee, Seungwon - In: Statistics & Probability Letters 100 (2015) C, pp. 27-34

Explicit formulae for the product moments of multivariate Gaussian random variables are derived. The formulae we have discovered are more compact than other well-known ones and allow us to instantly evaluate any term of the product moments.

Persistent link: https://www.econbiz.de/10011263174

Asymptotic behaviour of near-maxima of Gaussian sequences

Vasudeva, Rasbagh; Kumari, J. Vasantha - In: Metrika 77 (2014) 7, pp. 861-866

>n</mi> </msub> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> be a Gaussian random vector with a …

Persistent link: https://www.econbiz.de/10010995008