The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (Q5378158)
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scientific article; zbMATH DE number 7064976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting |
scientific article; zbMATH DE number 7064976 |
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The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (English)
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12 June 2019
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exact simulation
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exponential tilting
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linear inequalities
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multivariate normal distribution
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polytope probabilities
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probit posterior simulation
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