An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
scientific article

    Statements

    An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (English)
    0 references
    0 references
    13 September 2016
    0 references
    expectation of the maximum
    0 references
    emax
    0 references
    multivariate normal
    0 references
    Monte Carlo integration
    0 references
    dynamic structural models
    0 references
    0 references
    0 references
    0 references

    Identifiers