Rectangular and wedge-shaped multivariate normal probabilities
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Publication:1978721
DOI10.1016/S0165-1765(00)00224-XzbMath0951.91063MaRDI QIDQ1978721
Publication date: 4 June 2000
Published in: Economics Letters (Search for Journal in Brave)
91B82: Statistical methods; economic indices and measures
Related Items
Monte Carlo evaluation of multivariate Student's t probabilities, Alternative sampling methods for estimating multivariate normal probabilities, Probability Integrals of the Multivariate t Distribution
Cites Work
- The multivariate normal distribution
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- Monte-Carlo evaluation of multivariate normal probabilities
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models
- Econometrics