Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces (Q2631357)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6607653
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces |
scientific article; zbMATH DE number 6607653 |
Statements
Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces (English)
0 references
29 July 2016
0 references
conditional distribution
0 references
cumulative distribution function
0 references
orthant probability
0 references
polyhedral cone
0 references
recursive integration
0 references
0.8836652040481567
0 references
0.8523010611534119
0 references
0.8164949417114258
0 references
