An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:58, 4 March 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
