Fast computation of high-dimensional multivariate normal probabilities
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Publication:901525
DOI10.1016/j.csda.2010.10.005zbMath1328.65039OpenAlexW2093031124WikidataQ57834992 ScholiaQ57834992MaRDI QIDQ901525
Ioannis Phinikettos, Axel Gandy
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.10.005
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Uses Software
Cites Work
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