Bivariate conditioning approximations for multivariate normal probabilities
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Cites work
- scientific article; zbMATH DE number 3161620 (Why is no real title available?)
- scientific article; zbMATH DE number 697763 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
- Computation of multivariate normal and \(t\) probabilities
- Likelihood inference in a correlated probit regression model
- Moments of the censored and truncated bivariate normal distribution
- Some results on the truncated multivariate \(t\) distribution
- The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
- The Estimation of Multinomial Probit Models: A New Calibration Algorithm
Cited in
(22)- Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
- Novel bivariate moment-closure approximations
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
- A limit formula and a series expansion for the bivariate normal tail probability
- scientific article; zbMATH DE number 125650 (Why is no real title available?)
- scientific article; zbMATH DE number 5121148 (Why is no real title available?)
- Numerical computation of multivariate normal probabilities using bivariate conditioning
- Refining analytic approximation based estimation of mixed multinomial probit models by parameter selection
- an approximation for multivariate normal probabilities of rectangular regions
- Approximations to the multivariate normal integral
- Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
- A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Evaluation of Normal Probabilities of Symmetric Regions
- An error-bounded polynomial approximation for bivariate normal probabilities
- Bivariate distributions with transmuted conditionals: Models and applications
- A simple method for generalized sequential compound options pricing
- Some conditional expectation identities for the multivariate normal
- An approximation method for bivariate and multvariate normal equiprobability contours
- Fast computation of high-dimensional multivariate normal probabilities
- Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
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