Approximation of certain multivariate integrals

DOI10.1016/0167-7152(91)90040-XzbMath0722.62015OpenAlexW2132798625MaRDI QIDQ756316

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

zbMATH Keywords

conditional expectationsTaylor series approximationmultivariate integralsmultivariate normal probabilitiesproduct of univariate integrals

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

A Geometric Variational Approach to Bayesian Inference

Cites Work

• Statistical tables for multivariate analysis. A handbook with references to applications. Transl. from the German by Peter Wadsack
• Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors
• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• An Approximation to the Multivariate Normal Integral: Its Application to Multifactorial Qualitative Traits
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Approximation of certain multivariate integrals