A Fortran subroutine for computing normal orthant probabilities of dimensions up to nine
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Publication:3471315
DOI10.1080/03610919808812714zbMath0695.62001OpenAlexW1978979211MaRDI QIDQ3471315
Publication date: 1988
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919808812714
Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic methods, stochastic differential equations (65C99)
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