AS 195

MaRDI QIDQ25967swMATHFDO

Official website http://www.jstor.org/stable/2347670?seq=1#page_scan_tab_contents

Described by source

• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound

Cited in

(only showing first 100 items - show all)

• Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
• Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
• Stochastic analysis of a non-homogeneous Markov system
• Full maximum likelihood analysis of structural equation models with polytomous variables
• Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
• Connecting discrete and continuous path-dependent options
• Valuing flexibility: An impulse control framework
• Probability inequalities for certain dependence structures
• On singular multivariate normal distribution and its applications
• A sensitivity analysis of two multivariate response models
• Multivariate normal integrals and contingency tables with ordered categories
• Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
• Weighted Kaplan-Meier tests for umbrella alternatives
• Solving finite difference schemes arising in trivariate option pricing.
• A random-discretization based Monte Carlo sampling method and its applications
• AS 6
• AS 66
• Stepwise multiple test procedures with biometric applications
• A numerical method for accurately approximating multivariate normal probabilities
• Pairwise likelihood estimation for factor analysis models with ordinal data
• Multiple comparisons between successive treatments for randomly right-censored survival data
• A Bayesian approach to computing posterior distribution and quantile functions
• mprobit
• Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
• Groupseq
• Evaluating nearly singular multinormal expectations with application to wave distributions
• weightedScores
• The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution
• SEQPWR
• MVI3
• Bivariate conditioning approximations for multivariate normal probabilities
• AS 63
• AS 67
• Introduction to applied Bayesian statistics and estimation for social scientists.
• Orthants
• Tight error bounds for nonuniform signaling over AWGN channels
• On the approximation of optimal stopping problems with application to financial mathematics
• scientific article; zbMATH DE number 1688595 (Why is no real title available?)
• Copula-Based Models for Multivariate Discrete Response Data
• Numerical computation of multivariate normal probabilities using bivariate conditioning
• Group sequential methods for an ordinal logistic random-effects model under misspecification
• The approximate distribution of four moment statistics from type III distributions
• One-dimensional marginal density functions of a truncated multivariate normal density function
• A Simple Approximation for Bivariate and Trivariate Normal Integrals
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• Group sequential testing in dental clinical trials with longitudinal data on multiple outcome variables
• TESTING THE NULL HYPOTHESIS THAT A NORMAL MEAN VECTOR LIES IN THE POSITIVE ORTHANT
• Interim analyses with repeated measurements in a sequential clinical trial
• MCQMC Methods for Multivariate Statistical Distributions
• Two-step estimation of multivariate polychoric correlation
• Sequential testing in clinical trials with repeated measurements
• Evaluation of Normal Probabilities of Symmetric Regions
• Rank test statistics for umbrella alternatives
• Normal Order Statistics as Permutation Probability Models
• Algorithm 462
• AS 251
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
• Algorithm 725
• scientific article; zbMATH DE number 67146 (Why is no real title available?)
• Sequential log rank tests adjusting for covariates with the accelerated life model
• Estimation of multivariate polychoric and polyserial correlations with missing observations
• Sequential Rank Tests With Repeated Measurements in Clinical Trials
• scientific article; zbMATH DE number 177219 (Why is no real title available?)
• A probit model for multivariate random length ordinal data
• scientific article; zbMATH DE number 1348603 (Why is no real title available?)
• Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
• Testing for or against a trend in odds ratios
• A Multiple-Step Selection Procedure with Sequential Protection of Preferred Treatments
• Computation of the Trivariate Normal Integral
• Interim analyses based on median survival times
• Interim Monitoring of Longitudinal Comparative Studies with Recurrent Event Responses
• Group Sequential Designs for Monitoring Survival Probabilities
• Extension of two-sided test to multiple treatment trials
• The influence of observations on misclassification probability in multiple discriminant analysis
• Computation of the multivariate normal integral
• Maximum likelihood estimation in covariance structure analysis with truncated data
• QSIMVN
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• Multiple Test Procedures for Identifying the Maximum Safe Dose
• scientific article; zbMATH DE number 1471723 (Why is no real title available?)
• Point estimation after early stopping in a repeated measures trial
• GROUP SEQUENTIAL PROCEDURES FOR REPEATED EVENTS DATA WITH FRAILTY
• Numerical evaluation of singular multivariate normal distributions
• scientific article; zbMATH DE number 1748521 (Why is no real title available?)
• The Analysis of Correlated Panel Data Using a Continuous-Time Markov Model
• Step Contrasts for Identifying the Minimum Effective Dose
• Group Sequential Distribution-Free Methods for the Analysis of Multivariate Observations
• scientific article; zbMATH DE number 954455 (Why is no real title available?)
• scientific article; zbMATH DE number 4123060 (Why is no real title available?)
• SOME VERSATILE TESTS BASED ON THE SIMULTANEOUS USE OF WEIGHTED LOGRANK AND WEIGHTED KAPLAN-MEIER STATISTICS
• Three-stage designs for monitoring clinical trials
• Two multi-step selection procedures with Possible selection of two treatments of equal prior preference
• Guidelines for Monitoring Efficacy and Toxicity Responses in Clinical Trials
• Group Sequential Comparison of Changes: Ad-hoc Versus More Exact Method
• Tables of critical values for two group interim analyses
• A Comparison of Methods for Univariate and Multivariate Acceptance Sampling by Variables
• Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
• Exact joint forecast regions for vector autoregressive models
• scientific article; zbMATH DE number 1419967 (Why is no real title available?)
• Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence

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