Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
From MaRDI portal
Recommendations
- Publication:4723257
- Subroutines for computing normal probabilities of sets -- computer experiences
- Approximations to the multivariate normal integral
- Computing probabilites of rectangles in case of multinormal distribution
- Recursive integration methodologies with applications to the evaluation of multivariate normal probabilities
Cited in
(82)- Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
- Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations
- Stochastic analysis of a non-homogeneous Markov system
- A supremum version of logrank test for detecting late occurring survival differences.
- Structural equation models with continuous and polytomous variables
- Full maximum likelihood analysis of structural equation models with polytomous variables
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- Valuing flexibility: An impulse control framework
- Probability inequalities for certain dependence structures
- A sensitivity analysis of two multivariate response models
- Multivariate normal integrals and contingency tables with ordered categories
- Pricing American-style securities using simulation
- Solving finite difference schemes arising in trivariate option pricing.
- Nonparametric equivalents of contrasts for identifying the minimum effective dose
- Stepwise multiple test procedures with biometric applications
- A numerical method for accurately approximating multivariate normal probabilities
- Multiple comparisons between successive treatments for randomly right-censored survival data
- A Bayesian approach to computing posterior distribution and quantile functions
- Rectangular and wedge-shaped multivariate normal probabilities
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
- Evaluating nearly singular multinormal expectations with application to wave distributions
- The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution
- AS 195
- Bivariate conditioning approximations for multivariate normal probabilities
- Using mathematical programming to compute singlular multivariate normal probablities
- Copula-Based Models for Multivariate Discrete Response Data
- an approximation for multivariate normal probabilities of rectangular regions
- Group sequential methods for an ordinal logistic random-effects model under misspecification
- One-dimensional marginal density functions of a truncated multivariate normal density function
- 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
- Optimizing Linear Functions of Random Variables having a Joint Multinomial or Multivariate Normal Distribution
- An approximation method for bivariate and multvariate normal equiprobability contours
- Valuation of Performance‐Dependent Options
- Two-step estimation of multivariate polychoric correlation
- Evaluation of Normal Probabilities of Symmetric Regions
- Rank test statistics for umbrella alternatives
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
- A probit model for multivariate random length ordinal data
- Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
- Testing for or against a trend in odds ratios
- Computation of the Trivariate Normal Integral
- Multivariate extreme‐value distributions with applications to environmental data
- Extension of two-sided test to multiple treatment trials
- Bias of the lse estimator of the first order autoregressive model under tukey contamination
- Bias of the lse estimator of the first order autoregressive model under tukey contamination
- The influence of observations on misclassification probability in multiple discriminant analysis
- 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
- Sequential Methods for Comparing Years of Life Saved in the Two‐Sample Censored Data Problem
- Step Contrasts for Identifying the Minimum Effective Dose
- scientific article; zbMATH DE number 3997126 (Why is no real title available?)
- Three-stage designs for monitoring clinical trials
- Two multi-step selection procedures with Possible selection of two treatments of equal prior preference
- Group sequential analysis op a clinical trial with repeated measurements
- Testing for and against a set of linear inequality constraints in a multinomial setting
- Tables of critical values for two group interim analyses
- Sequential testing with interval censored data∗
- Evaluation of the one-sided percentage points of the singular multivariate normal distribution
- Exact joint forecast regions for vector autoregressive models
- Computation of the quadrivariate and pentavariate normal cumulative distribution functions
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- scientific article; zbMATH DE number 7413954 (Why is no real title available?)
- The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model
- An overview of group sequential methods in longitudinal clinical trials
- Approximations to the multivariate normal integral
- Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
- Subroutines for computing normal probabilities of sets -- computer experiences
- A computationally simple bivariate survival estimator for efficacy and safety
- The valuation of foreign currency options under stochastic interest rates
- A simple approximation for the bivariate normal integral
- Conditional p-values for the F-statistic in a forward selection procedure
- Combining covariate adjustment with group sequential, information-adaptive designs to improve randomized trial efficiency
- A numerical analysis of variational valuation techniques for derivative securities
- Approximation of certain multivariate integrals
- Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
- Finite normal mixture copulas for multivariate discrete data modeling
- Fast computation of high-dimensional multivariate normal probabilities
- Probabilistic-statistical programs from ``Applied Statistics
- Subset complement addition upper bounds. An improved inclusion-exclusion method
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
This page was built for publication: Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3339237)
