Dimension reduction and \(L_ 1\) approximation for evaluation of multivariate normal integral (Q3364737)
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scientific article; zbMATH DE number 4218544
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| default for all languages | No label defined |
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| English | Dimension reduction and \(L_ 1\) approximation for evaluation of multivariate normal integral |
scientific article; zbMATH DE number 4218544 |
Statements
1997
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quasi-decomposition of correlation matrix
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algorithms
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multivariate normal integral
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0.8360857367515564
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0.8305752873420715
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0.8169177770614624
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