Monte-Carlo evaluation of multivariate normal probabilities (Q1362040): Difference between revisions

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Latest revision as of 16:51, 27 May 2024

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Monte-Carlo evaluation of multivariate normal probabilities
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    Monte-Carlo evaluation of multivariate normal probabilities (English)
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    3 August 1997
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    normal distribution
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    family of simulators
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    multinomial probit
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    Cholesky decomposition
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    covariance matrix
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    importance sampling distribution
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    antithetical sampling
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