Orthant probabilities of elliptical distributions from orthogonal projections to subspaces (Q2329767)
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scientific article; zbMATH DE number 7119324
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| English | Orthant probabilities of elliptical distributions from orthogonal projections to subspaces |
scientific article; zbMATH DE number 7119324 |
Statements
Orthant probabilities of elliptical distributions from orthogonal projections to subspaces (English)
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18 October 2019
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cumulative distribution function
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elliptical distribution
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orthant probability
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polyhedral cone
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recursive integration
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0.8836652040481567
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0.7917279005050659
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0.7708908319473267
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