Computation of Gaussian orthant probabilities in high dimension (Q2628890): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: tmg / rank | |||
Normal rank | |||
Revision as of 09:50, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of Gaussian orthant probabilities in high dimension |
scientific article |
Statements
Computation of Gaussian orthant probabilities in high dimension (English)
0 references
19 July 2016
0 references
Geweke-Hajivassiliou-Keane (GHK) algorithm
0 references
orthant probability
0 references
PF
0 references
SMC
0 references
