Fast computation of high-dimensional multivariate normal probabilities (Q901525): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q57834992, #quickstatements; #temporary_batch_1707161894653
Created claim: DBLP publication ID (P1635): journals/csda/PhinikettosG11, #quickstatements; #temporary_batch_1731547958265
 
(7 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: mvtnorm / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: AS 195 / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: QSIMVN / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2010.10.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2093031124 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Grouped Continuous Model for Multivariate Ordered Categorical Variables and Covariate Adjustment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic simulation: Algorithms and analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Three digit accurate multiple normal probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Multiple Comparison Procedure for Comparing Several Treatments with a Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computation of multivariate normal and \(t\) probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model-Checking Techniques Based on Cumulative Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Evaluation of General Non-Centred Orthant Probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood inference in a correlated probit regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Alternative sampling methods for estimating multivariate normal probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Algorithm AS 195: Multivariate Normal Probabilities with Error Bound / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte-Carlo evaluation of multivariate normal probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical method for accurately approximating multivariate normal probabilities / rank
 
Normal rank
Property / DBLP publication ID
 
Property / DBLP publication ID: journals/csda/PhinikettosG11 / rank
 
Normal rank

Latest revision as of 02:43, 14 November 2024

scientific article
Language Label Description Also known as
English
Fast computation of high-dimensional multivariate normal probabilities
scientific article

    Statements

    Fast computation of high-dimensional multivariate normal probabilities (English)
    0 references
    0 references
    0 references
    12 January 2016
    0 references
    multivariate normal distribution
    0 references
    Monte Carlo methods
    0 references
    singular values
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers