Efficient computation of multivariate empirical distribution functions at the observed values

DOI10.1007/s00180-017-0771-xzbMath1417.65044MaRDI QIDQ722738

D. Kharzeev

Publication date: 27 July 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0771-x

zbMATH Keywords

Monte Carlo simulation; sorting algorithms; integral evaluation; joint probabilities

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H12: Estimation in multivariate analysis