Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations (Q4866621)
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scientific article; zbMATH DE number 850678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations |
scientific article; zbMATH DE number 850678 |
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4 March 1996
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computational complexity
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multidimensional numerical quadrature
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approximations
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multivariate normal probabilities
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rectangular regions
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conditional expectations
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regression
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binary variables
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second-order approximation
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moment-generating function
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orthant probabilities
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quasi-Newton routine
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parameter estimation
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discrete models
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Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations (English)
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