Approximations to the multivariate normal integral
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Publication:5750107
DOI10.1080/03610919008812873zbMATH Open0718.62033OpenAlexW1971055891MaRDI QIDQ5750107FDOQ5750107
Authors: Zvi Drezner 
Publication date: 1990
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919008812873
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Cites Work
Cited In (36)
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- An Extension of Plackett’s Differential Equation for the Multivariate Normal Density
- Computation of the quadrivariate and pentavariate normal cumulative distribution functions
- Bivariate conditioning approximations for multivariate normal probabilities
- A contrasting study of likelihood methods for the analysis of longitudinal binary data
- Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions
- Computation of the Trivariate Normal Integral
- Approximation of certain multivariate integrals
- A simple approximation for the bivariate normal integral
- Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
- Dimension reduction and \(L_ 1\) approximation for evaluation of multivariate normal integral
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
- Variational methods for normal integration
- Fast computation of high-dimensional multivariate normal probabilities
- Recursive integration methodologies with applications to the evaluation of multivariate normal probabilities
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- The evaluation of trivariate normal probabilities defined by linear inequalities
- Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
- Title not available (Why is that?)
- Title not available (Why is that?)
- Gaussian approximations of multiple integrals
- Title not available (Why is that?)
- On the Gaussian approximation of vector-valued multiple integrals
- Title not available (Why is that?)
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
- Evaluation and approximation of multivariate cumulative joint probabilities
- Simultaneous acceptance control charts for products with multiple correlated characteristics
- Title not available (Why is that?)
- Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
- Title not available (Why is that?)
- A numerical method for accurately approximating multivariate normal probabilities
- Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
- Computation of multivariate normal and \(t\) probabilities
- Approximating integrals of multivariate exponentials: A moment approach
- Title not available (Why is that?)
- Title not available (Why is that?)
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