An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2016.07.003 / rank
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Property / Mathematics Subject Classification ID: 62P20 / rank
 
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Property / Mathematics Subject Classification ID: 62H10 / rank
 
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Property / zbMATH DE Number: 6626836 / rank
 
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expectation of the maximum
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emax
Property / zbMATH Keywords: emax / rank
 
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multivariate normal
Property / zbMATH Keywords: multivariate normal / rank
 
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Monte Carlo integration
Property / zbMATH Keywords: Monte Carlo integration / rank
 
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dynamic structural models
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.07.003 / rank
 
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Latest revision as of 14:05, 9 December 2024

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An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
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    An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (English)
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    13 September 2016
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    expectation of the maximum
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    emax
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    multivariate normal
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    Monte Carlo integration
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    dynamic structural models
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