Evaluation of Multinormal Probabilities Using Fourier Series Expansions

DOI10.2307/2347884zbMath0571.60023OpenAlexW2797197128MaRDI QIDQ3687416

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Publication date: 1985

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347884

zbMATH Keywords

probability integralinfinite limitsmultinormal probability

Mathematics Subject Classification ID

Fourier series and coefficients in several variables (42B05) Distribution theory (60E99)

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