scientific article; zbMATH DE number 4009585

zbMATH Open0622.62069MaRDI QIDQ3759740FDOQ3759740

Authors: Goro Nagase, K. S. Banerjee 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

exponentialdecompositionsmarginal and conditional distributionsintegrations in the multivariate normaljoint moment generating functions of quadratic forms

Mathematics Subject Classification ID

Multivariate analysis (62H99) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Cited In (11)

• An Extension of Plackett’s Differential Equation for the Multivariate Normal Density
• Computation of the Trivariate Normal Integral
• A simple approximation for the bivariate normal integral
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
• Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
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• Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
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