Computation of the multivariate normal integral (Q4371819)
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scientific article; zbMATH DE number 1106303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the multivariate normal integral |
scientific article; zbMATH DE number 1106303 |
Statements
Computation of the multivariate normal integral (English)
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10 February 1998
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multivariate normal integral
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Gauss quadrature method
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error control method
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computer program
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Fortran
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