A New Reconstruction of Multivariate Normal Orthant Probabilities (Q3631453)
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scientific article; zbMATH DE number 5563352
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A New Reconstruction of Multivariate Normal Orthant Probabilities |
scientific article; zbMATH DE number 5563352 |
Statements
A New Reconstruction of Multivariate Normal Orthant Probabilities (English)
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10 June 2009
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cumulative distribution function
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fractional fast Fourier transform
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multivariate normal distribution
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multivariate probit model
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orthant probabilities
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orthoscheme
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polyhedral cones
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0.8932592
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0.86861736
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0.8673719
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0.8661717
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0.8640252
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0.86222625
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