Approximation of certain multivariate integrals

DOI10.1016/0167-7152(91)90040-XMaRDI QIDQ756316zbMATH OpenOpenAlexFDO

Authors Jane M. Olson, Lisa A. Weissfeld

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90040-x

zbMATH Keywords

Taylor series approximationconditional expectationsmultivariate integralsmultivariate normal probabilitiesproduct of univariate integrals

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Approximations to statistical distributions (nonasymptotic) (62E17) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 3307001 (Why is no real title available?)
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• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• An Approximation to the Multivariate Normal Integral: Its Application to Multifactorial Qualitative Traits
• Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors
• Statistical tables for multivariate analysis. A handbook with references to applications. Transl. from the German by Peter Wadsack

Cited in

(18)

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• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
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• A geometric variational approach to Bayesian inference
• Gaussian approximations of multiple integrals
• Approximating multiple integrals of continuous functions by \(\delta \)-uniform curves
• On the Gaussian approximation of vector-valued multiple integrals
• scientific article; zbMATH DE number 1932301 (Why is no real title available?)
• scientific article; zbMATH DE number 3923742 (Why is no real title available?)
• Evaluation and approximation of multivariate cumulative joint probabilities
• A numerical method for accurately approximating multivariate normal probabilities
• Approximating integrals of multivariate exponentials: A moment approach
• Approximation of multivariate distribution functions
• scientific article; zbMATH DE number 26582 (Why is no real title available?)

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