The use of the tetrachoric series for evaluating multivariate normal probabilities
From MaRDI portal
Publication:1141993
DOI10.1016/0047-259X(80)90017-2zbMath0438.62043MaRDI QIDQ1141993
Andrew P. Soms, Bernard Harris
Publication date: 1980
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
convergence properties; correlation matrix; evaluating multivariate normal probabilities; tetrachoric series
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Cites Work
- A Table for Computing Trivariate Normal Probabilities
- Probability Integrals of Multivariate Normal and Multivariate $t^1$
- Rank correlation and product-moment correlation
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
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