Computation of the multivariate normal integral (Q4371819)

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scientific article; zbMATH DE number 1106303
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Computation of the multivariate normal integral
scientific article; zbMATH DE number 1106303

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    Computation of the multivariate normal integral (English)
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    10 February 1998
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    multivariate normal integral
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    Gauss quadrature method
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    error control method
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    computer program
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    Fortran
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