An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650)
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scientific article; zbMATH DE number 6626836
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| English | An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions |
scientific article; zbMATH DE number 6626836 |
Statements
An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (English)
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13 September 2016
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expectation of the maximum
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emax
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multivariate normal
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Monte Carlo integration
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dynamic structural models
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0.7207651734352112
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0.6977874636650085
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0.6930590271949768
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