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
scientific article
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English | 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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