An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H10 / rank | |||
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| Property / zbMATH DE Number: 6626836 / rank | |||
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expectation of the maximum | |||
| Property / zbMATH Keywords: expectation of the maximum / rank | |||
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emax | |||
| Property / zbMATH Keywords: emax / rank | |||
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multivariate normal | |||
| Property / zbMATH Keywords: multivariate normal / rank | |||
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Monte Carlo integration | |||
| Property / zbMATH Keywords: Monte Carlo integration / rank | |||
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dynamic structural models | |||
| Property / zbMATH Keywords: dynamic structural models / rank | |||
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Revision as of 00:06, 28 June 2023
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)
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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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