Double precision rational approximation algorithms for the standard normal first and second order loss functions
DOI10.1016/J.AMC.2012.08.012zbMATH Open1291.62045OpenAlexW2031119950MaRDI QIDQ2250265FDOQ2250265
Authors: Steven K. De Schrijver, Hendrik Vanmaele, El-Houssaine Aghezzaf
Publication date: 4 July 2014
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2012.08.012
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Cited In (3)
- Double precision rational approximation algorithm for the inverse standard normal second order loss function
- Double precision rational approximation algorithm for the inverse standard normal first order loss function
- Piecewise linear lower and upper bounds for the standard normal first order loss function
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