An iterated integral representation for a multivariate normal integral having block covariance structure

DOI10.1093/biomet/61.3.615zbMath0301.62012OpenAlexW2046468814MaRDI QIDQ4054998

Ajit C. Tamhane, Robert E. Bechhofer

Publication date: 1974

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/61.3.615

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

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