Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
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Publication:3201353
DOI10.2307/2347754zbMath0715.62098OpenAlexW2527413478MaRDI QIDQ3201353
Publication date: 1989
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347754
Fortran 77multivariate normalmultinormalmultivariate Student distributionproduct correlation structure
Multivariate distribution of statistics (62H10) Software, source code, etc. for problems pertaining to statistics (62-04) Numerical solutions to stochastic differential and integral equations (65C30)
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