Tail Distribution of the Maximum of Correlated Gaussian Random Variables

Z. Botev, M.R.H. Mandjes, A.A.N. Ridder

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages14
Publication statusPublished - 2015

Publication series

NameTI Discussion Paper
No.15-132/III

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