Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence (Q5139857): Difference between revisions

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scientific article; zbMATH DE number 7284460

Language	Label	Description	Also known as
English	Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence	scientific article; zbMATH DE number 7284460

Statements

instance of

scholarly article

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title

Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence (English)

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INFORMS Journal on Computing

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publication date

11 December 2020

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zbMATH Keywords

multivariate normal probability

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recursive calculation

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first-order

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antiaircraft

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hit probability

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/ijoc.2018.0852

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cites work

Q4215355

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A New Reconstruction of Multivariate Normal Orthant Probabilities

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Three digit accurate multiple normal probabilities

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Approximations to the multivariate normal integral

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Computation of the multivariate normal integral

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Computation of multivariate normal and $t$ probabilities

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Numerical evaluation of singular multivariate normal distributions

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Probability Integrals of Multivariate Normal and Multivariate $t^1$

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Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results

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Q3897843

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Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations

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A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

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Computer Evaluation of the Multivariate Normal Integral

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The Evaluation of General Non-Centred Orthant Probabilities

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Q3995535

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On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood

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Algorithm AS 195: Multivariate Normal Probabilities with Error Bound

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Rectangular Confidence Regions for the Means of Multivariate Normal Distributions

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On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations

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Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function

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Monte-Carlo evaluation of multivariate normal probabilities

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Identifiers

DOI

10.1287/ijoc.2018.0852

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5139857

@@ Property / cites work @@
+Q4215355
@@ Property / cites work: Q4215355 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Reconstruction of Multivariate Normal Orthant Probabilities
+Normal rank
@@ Property / cites work @@
+Three digit accurate multiple normal probabilities
+Normal rank
@@ Property / cites work @@
+Approximations to the multivariate normal integral
+Normal rank
@@ Property / cites work @@
+Computation of the multivariate normal integral
@@ Property / cites work: Computation of the multivariate normal integral / rank @@
+Normal rank
@@ Property / cites work @@
+Computation of multivariate normal and \(t\) probabilities
+Normal rank
@@ Property / cites work @@
+Numerical evaluation of singular multivariate normal distributions
+Normal rank
@@ Property / cites work @@
+Probability Integrals of Multivariate Normal and Multivariate $t^1$
+Normal rank
@@ Property / cites work @@
+Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
+Normal rank
@@ Property / cites work @@
+Q3897843
@@ Property / cites work: Q3897843 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
+Normal rank
@@ Property / cites work @@
+A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
+Normal rank
@@ Property / cites work @@
+Computer Evaluation of the Multivariate Normal Integral
+Normal rank
@@ Property / cites work @@
+The Evaluation of General Non-Centred Orthant Probabilities
+Normal rank
@@ Property / cites work @@
+Q3995535
@@ Property / cites work: Q3995535 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
+Normal rank
@@ Property / cites work @@
+Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
+Normal rank
@@ Property / cites work @@
+Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
+Normal rank
@@ Property / cites work @@
+On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
+Normal rank
@@ Property / cites work @@
+Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
+Normal rank
@@ Property / cites work @@
+Monte-Carlo evaluation of multivariate normal probabilities
+Normal rank