Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
From MaRDI portal
parameter estimationcomputational complexityregressionsecond-order approximationdiscrete modelsconditional expectationsapproximationsbinary variablesorthant probabilitiesmoment-generating functionmultivariate normal probabilitiesrectangular regionsmultidimensional numerical quadraturequasi-Newton routine
Recommendations
- Bivariate conditioning approximations for multivariate normal probabilities
- Approximations to the multivariate normal integral
- an approximation for multivariate normal probabilities of rectangular regions
- Publication:4723257
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
Cited in
(46)- Bivariate conditioning approximations for multivariate normal probabilities
- Approximating probabilities of correlated events
- an approximation for multivariate normal probabilities of rectangular regions
- Evaluation of Normal Probabilities of Symmetric Regions
- Rates of multivariate normal approximation for statistics in geometric probability
- Approximation of certain multivariate integrals
- Approximations to the multivariate normal integral
- Modeling multivariate count data using copulas
- A class of weighted multivariate normal distributions and its properties
- An approximation method for bivariate and multvariate normal equiprobability contours
- On the Ratio of Two Folded Normal Distributions
- Numerical computation of multivariate normal probabilities using bivariate conditioning
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- Computing probabilites of rectangles in case of multinormal distribution
- Rectangular and wedge-shaped multivariate normal probabilities
- An approximation of multivariate normal orthant probabilities of dimension 4: a contingency-table approach
- Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
- scientific article; zbMATH DE number 4089325 (Why is no real title available?)
- The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- scientific article; zbMATH DE number 3997126 (Why is no real title available?)
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response
- Zero-inflated count time series models using Gaussian copula
- Analysis of two-part random effects model for semi-ordinal longitudinal response. Abbreviated title: semi-ordinal random effects model
- Correlation structure and variable selection in generalized estimating equations via composite likelihood information criteria
- Model-based clustering using copulas with applications
- A class of weighted normal distributions and its variants useful for inequality constrained analysis
- A class of flexible weighted distributions for modelling and analyzing non-normal data
- Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
- Copula-Based Models for Multivariate Discrete Response Data
- A class of rectangle-screened multivariate normal distributions and its applications
- Evaluation and approximation of multivariate cumulative joint probabilities
- Efficient and feasible inference for high-dimensional normal copula regression models
- Assessing the Accuracy of Normal Approximations
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
- A one-dimensional analysis for the probability of error of linear classifiers for normally distributed classes
- A numerical method for accurately approximating multivariate normal probabilities
- Composite likelihood estimation in multivariate data analysis
- On weighting of bivariate margins in pairwise likelihood
- Finite normal mixture copulas for multivariate discrete data modeling
- Refining analytic approximation based estimation of mixed multinomial probit models by parameter selection
- Gaussian copula marginal regression
- Exact joint forecast regions for vector autoregressive models
- Using mathematical programming to compute singlular multivariate normal probablities
This page was built for publication: Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4866621)
