Monte-Carlo evaluation of multivariate normal probabilities
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Cites work
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- A Computationally Practical Simulation Estimator for Panel Data
- A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- Antithetic acceleration of Monte Carlo integration in Bayesian inference
- Bayes inference in the Tobit censored regression model
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian analysis of dichotomous quantal response models
- Bibliography on the Multivariate Normal Integrals and Related Topics
- Bounds on Normal Approximations to Student's and the Chi-Square Distributions
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- Normalizing transformations of Student's t distribution
- Posterior moments computed by mixed integration
- Probit with Dependent Observations
- Simulation and the Asymptotics of Optimization Estimators
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS
- The Greatest of a Finite Set of Random Variables
- The multivariate normal distribution
- Three digit accurate multiple normal probabilities
Cited in
(19)- Efficient estimation of probit models with correlated errors
- scientific article; zbMATH DE number 697763 (Why is no real title available?)
- Probability Integrals of the Multivariate t Distribution
- Rectangular and wedge-shaped multivariate normal probabilities
- On spherical Monte Carlo simulations for multivariate normal probabilities
- Fast computation of high-dimensional multivariate normal probabilities
- Simulated classical tests in multinomial probit models
- Two-level linear paired comparison models: Estimation and identifiability issues
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Estimation of dynamic and ARCH Tobit models
- Multivariate discrete distributions induced by an urn scheme, linear Diophantine equations, unbiased estimating, testing and applications
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- The spatial \textit{probit} model--an application to the study of banking crises at the end of the 1990's
- scientific article; zbMATH DE number 2124556 (Why is no real title available?)
- Fitting mixed-effects models when data are left truncated
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- The evaluation of bivariate normal probabilities for failure of parallel systems
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