Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities

DOI10.1007/S11222-020-09978-YMaRDI QIDQ105978FDO

Authors Jian Cao, Marc Genton, David Keyes, George Turkiyyah

Publication date January 2021

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-020-09978-Y

Cited in

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