Approximations to the multivariate normal integral
From MaRDI portal
Publication:5750107
Recommendations
- Approximation of certain multivariate integrals
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
- Dimension reduction and \(L_ 1\) approximation for evaluation of multivariate normal integral
- Bivariate conditioning approximations for multivariate normal probabilities
- A numerical method for accurately approximating multivariate normal probabilities
Cites work
Cited in
(36)- Variational methods for normal integration
- Recursive integration methodologies with applications to the evaluation of multivariate normal probabilities
- A contrasting study of likelihood methods for the analysis of longitudinal binary data
- The evaluation of trivariate normal probabilities defined by linear inequalities
- scientific article; zbMATH DE number 4009585 (Why is no real title available?)
- Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
- scientific article; zbMATH DE number 26582 (Why is no real title available?)
- scientific article; zbMATH DE number 4161953 (Why is no real title available?)
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- Approximation of certain multivariate integrals
- A simple approximation for the bivariate normal integral
- Computation of the quadrivariate and pentavariate normal cumulative distribution functions
- scientific article; zbMATH DE number 1052817 (Why is no real title available?)
- Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
- Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions
- An Extension of Plackett’s Differential Equation for the Multivariate Normal Density
- Computation of multivariate normal and \(t\) probabilities
- Simultaneous acceptance control charts for products with multiple correlated characteristics
- Computation of the Trivariate Normal Integral
- Gaussian approximations of multiple integrals
- On the Gaussian approximation of vector-valued multiple integrals
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
- scientific article; zbMATH DE number 1043094 (Why is no real title available?)
- Evaluation and approximation of multivariate cumulative joint probabilities
- scientific article; zbMATH DE number 3997126 (Why is no real title available?)
- scientific article; zbMATH DE number 775091 (Why is no real title available?)
- A numerical method for accurately approximating multivariate normal probabilities
- Asymptotic approximations for multivariate integrals with an application to multinormal probabilities
- Approximating integrals of multivariate exponentials: A moment approach
- Dimension reduction and \(L_ 1\) approximation for evaluation of multivariate normal integral
- Bivariate conditioning approximations for multivariate normal probabilities
- Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
- scientific article; zbMATH DE number 6537518 (Why is no real title available?)
- scientific article; zbMATH DE number 1247191 (Why is no real title available?)
- Fast computation of high-dimensional multivariate normal probabilities
This page was built for publication: Approximations to the multivariate normal integral
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5750107)