The normal law under linear restrictions: simulation and estimation via minimax tilting (Q5378158)
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scientific article; zbMATH DE number 7064976
- The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
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| English | The normal law under linear restrictions: simulation and estimation via minimax tilting |
scientific article; zbMATH DE number 7064976 |
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The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (English)
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12 June 2019
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14 March 2016
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exact simulation
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exponential tilting
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linear inequalities
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multivariate normal distribution
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polytope probabilities
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probit posterior simulation
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0.7899886965751648
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0.7675186991691589
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0.7596573233604431
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0.7523976564407349
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Z. I. Botev
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