Pages that link to "Item:Q1915466"

The following pages link to Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466):

Displaying 48 items.

• Simulation-based estimation of peer effects (Q274918) (← links)
• The efficiency of top agents: an analysis through service strategy in tennis (Q301963) (← links)
• Efficient estimation of probit models with correlated errors (Q530959) (← links)
• Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
• Invariance of conditional maximum utility (Q869856) (← links)
• Fitting mixed-effects models when data are left truncated (Q938045) (← links)
• Computational issues in the sequential probit model: a Monte Carlo study (Q1020516) (← links)
• Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses (Q1023685) (← links)
• Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
• Forecasting new product penetration with flexible substitution patterns (Q1305778) (← links)
• Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
• Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
• Hypothesis testing with a restricted parameter space (Q1379919) (← links)
• A comparison of different methods for the estimation of regression models with correlated binary responses. (Q1575402) (← links)
• Multivariate regression analysis of panel data with binary outcomes applied to unemployment data (Q1580843) (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
• A Bayesian multivariate probit for ordinal data with semiparametric random-effects (Q1800090) (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
• Two-level linear paired comparison models: Estimation and identifiability issues (Q1867822) (← links)
• Efficient algorithms for generating truncated multivariate normal distributions (Q1942149) (← links)
• Rectangular and wedge-shaped multivariate normal probabilities (Q1978721) (← links)
• Robust discrete choice models with \(t\)-distributed kernel errors (Q2104002) (← links)
• The dynamic factor network model with an application to international trade (Q2173192) (← links)
• An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals (Q2230582) (← links)
• Bayesian analysis of order-statistics models for ranking data (Q2250632) (← links)
• An accept-reject algorithm for the positive multivariate normal distribution (Q2259097) (← links)
• One-shot CFTP; application to a class of truncated Gaussian densities (Q2433243) (← links)
• Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
• Simulated classical tests in multinomial probit models (Q2457788) (← links)
• Estimation of finite sequential games (Q2512525) (← links)
• Computation of Gaussian orthant probabilities in high dimension (Q2628890) (← links)
• Using penalized likelihood to select parameters in a random coefficients multinomial logit model (Q2658770) (← links)
• Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers (Q3156189) (← links)
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
• Factor Analysis for Ranked Data with Application to a Job Selection Attitude Survey (Q3592406) (← links)
• Bond pricing when the short-term interest rate follows a threshold process (Q3605240) (← links)
• Identification of peer effects using group size variation (Q3653358) (← links)
• Numerical computation of multivariate<i>t</i>-probabilities with application to power calculation of multiple contrasts (Q4269868) (← links)
• Multinomial probit estimation without nuisance parameters (Q4416018) (← links)
• Numerical evaluation of singular multivariate normal distributions (Q4525904) (← links)
• Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
• Estimating multiple equation hybrid models with endogenous dummy regressors* (Q4671012) (← links)
• A bayesian approach to dynamic tobit models (Q4935454) (← links)
• Maximum likelihood estimation of Gaussian copula models for geostatistical count data (Q5088088) (← links)
• Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence (Q5139857) (← links)
• On the connection between orthant probabilities and the first passage time problem (Q5460691) (← links)
• Seasonal count time series (Q6135336) (← links)
• Copula-Based Random Effects Models for Clustered Data (Q6617780) (← links)