Numerical evaluation of singular multivariate normal distributions
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- On singular multivariate normal distribution and its applications
- scientific article; zbMATH DE number 426223
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- Using mathematical programming to compute singlular multivariate normal probablities
Cites work
- A Graphical Method to Evaluate Sample Sizes for the Multinomial Distribution
- A note on the equicorrelated multivariate normal distribution
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
- Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
- Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution
- Computation of the multivariate normal integral
- scientific article; zbMATH DE number 3635377 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 3080959 (Why is no real title available?)
- Large Sample Simultaneous Confidence Intervals for Multinomial Proportions
- Large Sample Simultaneous Confidence Intervals for the Multinomial Probabilities Based on Transformations of the Cell Frequencies
- Most Stringent Bounds on Aggregated Probabilities of Partially Specified Dependent Probability Systems
- Multiple Comparisons
- On Simultaneous Confidence Intervals for Multinomial Proportions
- On singular multivariate normal distribution and its applications
- Quick Simultaneous Confidence Intervals for Multinomial Proportions
- Randomization of Number Theoretic Methods for Multiple Integration
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Simultaneous Confidence Intervals and Sample Size Determination for Multinomial Proportions
- Tests Auxiliary to \chi^2 Tests in a Markov Chain
Cited in
(18)- Singular rules for the calculation of non-normal multivariate Padé approximants
- On singular multivariate normal distribution and its applications
- Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution
- A note on simulating hyperplane-truncated multivariate normal distributions
- Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Computation of the distribution of the maximum of stationary Gaussian processes
- Using mathematical programming to compute singlular multivariate normal probablities
- Nonparametric all-pairs multiple comparisons
- On the numerical availability of multiple comparison procedures
- A gradient formula for linear chance constraints under Gaussian distribution
- scientific article; zbMATH DE number 426223 (Why is no real title available?)
- Combining dependent F-tests for robust association of quantitative traits under genetic model uncertainty
- Evaluation of orthant probabilities for singular BI-and trivariate normal distributions
- Evaluation of the one-sided percentage points of the singular multivariate normal distribution
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- Are multiple contrast tests superior to the ANOVA?
- Normal variance mixtures: distribution, density and parameter estimation
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