Computation of multivariate normal and \(t\) probabilities

DOI10.1007/978-3-642-01689-9zbMath1204.62088OpenAlexW1891298814MaRDI QIDQ1022028

Frank Bretz, A. C. Genz

Publication date: 10 June 2009

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-01689-9

Mathematics Subject Classification ID

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Uses Software

• DCUHRE
• Matlab
• R
• Algorithm 823

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