Fast computation of high-dimensional multivariate normal probabilities (Q901525): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: R / rank | |||
Normal rank | |||
Revision as of 21:42, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast computation of high-dimensional multivariate normal probabilities |
scientific article |
Statements
Fast computation of high-dimensional multivariate normal probabilities (English)
0 references
12 January 2016
0 references
multivariate normal distribution
0 references
Monte Carlo methods
0 references
singular values
0 references
