Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
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Publication:5933851
DOI10.1023/A:1019211000153zbMath0973.65006OpenAlexW200336680MaRDI QIDQ5933851
Publication date: 14 June 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1019211000153
Monte Carlo simulationvariance reductionmultivariate normal probability distribution functionprobability bounds
Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)
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