Approximation of certain multivariate integrals
DOI10.1016/0167-7152(91)90040-XzbMATH Open0722.62015OpenAlexW2132798625MaRDI QIDQ756316FDOQ756316
Authors: Jane M. Olson, Lisa A. Weissfeld 
Publication date: 1991
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90040-x
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Cites Work
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
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- Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors
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- Statistical tables for multivariate analysis. A handbook with references to applications. Transl. from the German by Peter Wadsack
- Title not available (Why is that?)
- An Approximation to the Multivariate Normal Integral: Its Application to Multifactorial Qualitative Traits
Cited In (18)
- Approximations to the multivariate normal integral
- Convexity results and sharp error estimates in approximate multivariate integration
- A novel series expansion for the multivariate normal probability integrals based on Fourier series
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- MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY
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- A geometric variational approach to Bayesian inference
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
- Gaussian approximations of multiple integrals
- Approximating multiple integrals of continuous functions by \(\delta \)-uniform curves
- On the Gaussian approximation of vector-valued multiple integrals
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- Evaluation and approximation of multivariate cumulative joint probabilities
- A numerical method for accurately approximating multivariate normal probabilities
- Approximating integrals of multivariate exponentials: A moment approach
- Approximation of multivariate distribution functions
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