Probability Integrals of Multivariate Normal and Multivariate t¹

Cited in

(82)

Valuing flexibility: An impulse control framework
Orthant probabilities of elliptical distributions from orthogonal projections to subspaces
Evaluation of orthant probabilities for singular BI-and trivariate normal distributions
Union-intersection rank tests for ordered alternatives in a complete block design
Multi-sample inference for the simple-tree alternative based on one-sample confidence intervals
Numerical evaluation of an equicorrelated multivariate non-central t distribution
Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces
On the distribution of the studentized maximum of equally correlated normal random variables
A remark on quadrant normal probabilities in high dimensions
Selecting the order of an ARCH model
A novel series expansion for the multivariate normal probability integrals based on Fourier series
The likelihood approach for the comparison of medical diagnostic system with multiple binary tests
Three digit accurate multiple normal probabilities
Some distribution-free statistics and their application to the selection problem
A selection procedure based on ranks
Correlation, partitioning and the probability of casting a decisive vote under the majority rule
On selecting a subset of ifra populations which are better than a control
A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.
Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations
Weighted Logrank Testing Procedures for the Simple Tree Alternatives
Selecting the normal population with the smallest coefficient of variation
A projection-based feature screening method for multiple responses
Gaussian approximation to bivariate rayleigh distributions
Determination of sample size for selecting the smallest ofkpoisson population means
Model selection using AIC in the presence of one-sided information
Percentage Points of the Multivariate t Distribution
Optimal product positioning based on paired comparison data
On the specification of multivariate association measures and their behaviour with increasing dimension
Selecting a subset containing the best one of several IFRA populations
The use of the tetrachoric series for evaluating multivariate normal probabilities
Three-by-three correlation matrices: its exact shape and a family of distributions
Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
Multivatiate normal and t distributions with þ_jk=a_jka_jk
Confidence intervals for the largest mean from k correlated normal populations
On the probabilities of rankings of k populations with applications
Detect complete dependence via trace correlation in the presence of matrix-valued random objects
Permuiation tesis for k-sample binomial data with comparisons of exact and approximate P-levels
Selecting all treatments better than a control using existing tables
On the connection between orthant probabilities and the first passage time problem
Non-parametric two-sample tests: recent developments and prospects
Order statistics from trivariate normal and $t_{\nu}$-distributions in terms of generalized skew-normal and skew-$t_{\nu}$ distributions
A computational algorithm for the coverage probability of a first order autogressive process
Evaluation of the normal distribution function
Generation of random bivariate normal deviates and computation of related integrals
Multiple comparisons with ‘best’ for multivariate normal populations
Bootstrap selection procedures based on robust estimators
Multivariate quadratic forms of random vectors
Selecting all treatments better than a control under a multivariate normal distribution and a uniform prior distribution
A two-sample procedure for selecting the population with the largest mean from k normal populations
Multiple comparisons with and selection of the best treatment in (incomplete) block designs
Conditional independence test in factor models via projection correlation
Union-intersection rank tests for ordered alternatives in some simple linear models
Probability inequalities for certain dependence structures
The bivariate normal copula
The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables
Multiplicative correlations
Sidak-type simultaneous confidence intervals for the risk measures rsmr, based on proportional mortality measures in epidemiologic 1 studies involving several competing risks of death
Isotonic M-estimation of location: Union-intersection principle and preliminary test versions
Comparison of treatments in a combination therapy trial
A class of confidence intervals for the largest component mean of a multivariate normal population
Application of regularized Savitzky-Golay filters to identification of time-varying systems
Rank-based comparisons of treatments with a control for repeated measures designs
Sidak-type simultaneous prediction intervals for the mortality measures $RSRR_ i$ about the corresponding $S_ ePMR_ i$ for several competing risks of death in an epidemiologic study
Multiple testing with close to equally correlated structure
Nonnegative Cholesky Decomposition and Its Application to Association of Random Variables
On selecting a subset which contains all populations better than a control
An asymptotic distribution-free selection procedure for a two-way layout problem
Web ontology representation and reasoning via fragments of set theory
A two-sample estimate of the largest mean
Multivariate normal integrals and contingency tables with ordered categories
A numerical method for accurately approximating multivariate normal probabilities
A two-stage minimax procedure with screening for selecting the largest normal mean (ii): an improved pcs lower bound and associated tables
Subset selection of superior populations when the number of populations is large
Two-sided tests for change in level for correlated data
Selecting the fairest ofK(≥2)M-sided dice
On Rainville-type generating functions for Hermite polynomials
On joint probabilistic constraints with Gaussian coefficient matrix
Selection from Poisson processes
Some rank tests for one–sided many–one comparisons
Wave-length and amplitude for a stationary Gaussian process after a high maximum
A one-sided test of homogeneity against simple tree alternative for right-censored data
Using mathematical programming to compute singlular multivariate normal probablities

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