Estimation method of multivariate exponential probabilities based on a simplex coordinates transform (Q3564766)

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Estimation method of multivariate exponential probabilities based on a simplex coordinates transform
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    Estimation method of multivariate exponential probabilities based on a simplex coordinates transform (English)
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    26 May 2010
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    multivariate exponential distribution
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    Monte Carlo numerical integration
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    variance
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    ray-convex set
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    radially shaped set
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    simplex transformation
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    statistical efficiency
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    algorithm
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    dimension reduction
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