Pages that link to "Item:Q1022028"
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The following pages link to Computation of multivariate normal and \(t\) probabilities (Q1022028):
Displaying 50 items.
- Approximations and inequalities for moving sums (Q1930619) (← links)
- Gaussian process modeling with inequality constraints (Q1931810) (← links)
- Rank-based multiple test procedures and simultaneous confidence intervals (Q1950838) (← links)
- Computation of the expected value of a function of a chi-distributed random variable (Q1995839) (← links)
- A second-order sufficient optimality condition for risk-neutral bi-level stochastic linear programs (Q2026728) (← links)
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (Q2029072) (← links)
- A new test of multivariate normality by a double estimation in a characterizing PDE (Q2036303) (← links)
- Modeling and simulating depositional sequences using latent Gaussian random fields (Q2040696) (← links)
- Refined critical boundary with enhanced statistical power for non-directional two-sided tests in group sequential designs with multiple endpoints (Q2065275) (← links)
- Shear strength testing of consolidated claystones: breakpoint detection of shear stress versus shear displacement curves, a statistical approach (Q2068865) (← links)
- A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes (Q2071487) (← links)
- A note on simulating hyperplane-truncated multivariate normal distributions (Q2081770) (← links)
- Multipoint correlation functions at phase separation. Exact results from field theory (Q2082953) (← links)
- A sample covariance-based approach for spatial binary data (Q2084418) (← links)
- On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints (Q2089868) (← links)
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique (Q2102349) (← links)
- An envelope-function-based algorithm for time-dependent reliability analysis of structures with hybrid uncertainties (Q2110045) (← links)
- Modeling faking in the multidimensional forced-choice format: the faking mixture model (Q2152431) (← links)
- Applying the rescaling bootstrap under imputation for a multistage sampling design (Q2155027) (← links)
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses (Q2168555) (← links)
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
- Convexity and starshapedness of feasible sets in stationary flow networks (Q2197223) (← links)
- Skew Gaussian processes for classification (Q2217445) (← links)
- An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals (Q2230582) (← links)
- New results on truncated elliptical distributions (Q2231571) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- Modeling and fitting of three-dimensional mineral microstructures by multinary random fields (Q2238078) (← links)
- Approximations for the boundary crossing probabilities of moving sums of random variables (Q2241630) (← links)
- Joint model of probabilistic-robust (probust) constraints applied to gas network optimization (Q2244692) (← links)
- Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling (Q2245134) (← links)
- A Levene-type test of homogeneity of variances against ordered alternatives (Q2259810) (← links)
- Modeling data envelopment analysis by chance method in hybrid uncertain environments (Q2270456) (← links)
- On joint probabilistic constraints with Gaussian coefficient matrix (Q2275572) (← links)
- Modeling uncertainty of expert elicitation for use in risk-based optimization (Q2288878) (← links)
- Motor unit number estimation via sequential Monte Carlo (Q2291281) (← links)
- Box-Cox elliptical distributions with application (Q2312027) (← links)
- Recursive integration methodologies with applications to the evaluation of multivariate normal probabilities (Q2324164) (← links)
- Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes (Q2325622) (← links)
- Orthant probabilities of elliptical distributions from orthogonal projections to subspaces (Q2329767) (← links)
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities (Q2329785) (← links)
- Probabilistic constraints via SQP solver: application to a renewable energy management problem (Q2355720) (← links)
- Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means (Q2359467) (← links)
- Second-order differentiability of probability functions (Q2361140) (← links)
- The computation of bivariate normal and \(t\) probabilities, with application to comparisons of three normal means (Q2361193) (← links)
- A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
- Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models (Q2454026) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (Q2512741) (← links)
- Computation of Gaussian orthant probabilities in high dimension (Q2628890) (← links)
