An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2016.07.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2016.07.003 / rank | |||
Normal rank | |||
Latest revision as of 14:05, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions |
scientific article |
Statements
An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (English)
0 references
13 September 2016
0 references
expectation of the maximum
0 references
emax
0 references
multivariate normal
0 references
Monte Carlo integration
0 references
dynamic structural models
0 references
0 references
0 references
