Approximations to the multivariate normal integral
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Cites work
Cited in
(39)- Computation of multivariate normal and t probabilities
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- A numerical method for accurately approximating multivariate normal probabilities
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- Gaussian approximations of multiple integrals
- Bivariate conditioning approximations for multivariate normal probabilities
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- The evaluation of trivariate normal probabilities defined by linear inequalities
- Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions
- A contrasting study of likelihood methods for the analysis of longitudinal binary data
- Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
- Dimension reduction and \(L_ 1\) approximation for evaluation of multivariate normal integral
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- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
- Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
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- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
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- Approximating integrals of multivariate exponentials: A moment approach
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