An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650): Difference between revisions

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Revision as of 22:10, 19 March 2024

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An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
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    An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (English)
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    13 September 2016
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    expectation of the maximum
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    emax
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    multivariate normal
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    Monte Carlo integration
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    dynamic structural models
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