A representation for quadrivariate normal positive orthant probabilities
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Publication:4197896
DOI10.1080/03610917908812124zbMath0411.62030MaRDI QIDQ4197896
Publication date: 1979
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610917908812124
62H10: Multivariate distribution of statistics
62E15: Exact distribution theory in statistics
60E99: Distribution theory
65C99: Probabilistic methods, stochastic differential equations
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