Algorithm AS 195: Multivariate Normal Probabilities with Error Bound (Q3339237)

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Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
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    Statements

    title
    Algorithm AS 195: Multivariate Normal Probabilities with Error Bound (English)
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    author
    Mark J. Schervish
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    publication date
    1984
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    zbMATH Keywords
    multivariate normal probabilities
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    error bound
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    covariance matrix
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    Identifiers

    DOI
    10.2307/2347670
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    zbMATH DE Number
    3872632
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    OpenAlex ID
    W56030904
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