The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (Q5378158): Difference between revisions

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scientific article; zbMATH DE number 7064976
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The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
scientific article; zbMATH DE number 7064976

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    The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (English)
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    12 June 2019
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    exact simulation
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    exponential tilting
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    linear inequalities
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    multivariate normal distribution
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    polytope probabilities
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    probit posterior simulation
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