Using mathematical programming to compute singlular multivariate normal probablities
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Publication:2702949
DOI10.1080/00949650008812044zbMath0980.62046OpenAlexW2016027918MaRDI QIDQ2702949
Vikrant Bansal, Efstratios N. Pistikopoulos, John D. Perkins
Publication date: 6 March 2002
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650008812044
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Uses Software
Cites Work
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- Multiparametric Linear Programming
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- Bibliography on the Multivariate Normal Integrals and Related Topics
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
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