Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities (Q3391110)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities |
scientific article |
Statements
Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities (English)
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28 March 2022
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hierarchical low-rank structure
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max-stable process
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multivariate cumulative distribution function
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multivariate skew-normal distribution
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spatial statistics
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