A note on the evaluation of the multivariate normal integral
From MaRDI portal
Publication:5819775
DOI10.1093/biomet/40.3-4.458zbMath0051.10301OpenAlexW2004097187MaRDI QIDQ5819775
Publication date: 1953
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/40.3-4.458
Related Items (11)
Probability inequalities for certain dependence structures ⋮ Estimation of autocorrelation in a binary time series ⋮ Computation of the quadrivariate and pentavariate normal cumulative distribution functions ⋮ Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions ⋮ Evaluation of the normal distribution function ⋮ Orthant probabilities and the attainment of maxima on a vertex of a simplex ⋮ Computation of the Trivariate Normal Integral ⋮ Some linear and nonlinear rank tests for competing risks models ⋮ On the exceedances of exchangeable random variables ⋮ A representation for quadrivariate normal positive orthant probabilities ⋮ Quantile Methods for Stochastic Frontier Analysis
This page was built for publication: A note on the evaluation of the multivariate normal integral