A Geometric Approach to an Asymptotic Expansion for Large Deviation Probabilities of Gaussian Random Vectors
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- Richter, W. -D. & Schumacher, J., 2000. "Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 184-218, November.
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KeywordsAsymptotic expansions Gaussian distribution local geometric properties geometric representation large deviations normal distribution Watson's lemma;
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