Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities
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Publication:105978
DOI10.1007/s11222-020-09978-yMaRDI QIDQ105978
Jian Cao, Marc Genton, George Turkiyyah, David Keyes
Publication date: January 2021
Published in: Statistics and Computing (Search for Journal in Brave)
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