Lower Bounds for the Multivariate Normal Mills' Ratio
Steck, George P.
Ann. Probab., Tome 7 (1979) no. 6, p. 547-551 / Harvested from Project Euclid
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Lower bounds are derived for the multivariate Mills' ratio by expressing it as an expectation of a convex function and using Jensen's inequality.
Publié le : 1979-06-14
Classification:  Mills' ratio,  multivariate Mills' ratio,  bounds for multivariate normal probabilities,  62H10,  60E05 
@article{1176995056,
     author = {Steck, George P.},
     title = {Lower Bounds for the Multivariate Normal Mills' Ratio},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 547-551},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995056}
}

Steck, George P. Lower Bounds for the Multivariate Normal Mills' Ratio. Ann. Probab., Tome 7 (1979) no. 6, pp.  547-551. http://gdmltest.u-ga.fr/item/1176995056/