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
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- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
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