QSIMVN

swMATH32329MaRDI QIDQ44040FDOQ44040

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Cited In (only showing first 100 items - show all)

• Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
• On quantitative trait locus mapping with an interference phenomenon
• Pricing of multi-period rate of return guarantees.
• Multi-stage stochastic optimization: the distance between stochastic scenario processes
• The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model
• Normal variance mixtures: distribution, density and parameter estimation
• An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow
• On the Exact Success Rate of Side Channel Analysis in the Gaussian Model
• Likelihood ratio tests for and against ordering of the cumulative incidence functions in multiple competing risks and discrete mark variable models
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
• Computing bounds on the expected maximum of correlated normal variables
• Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
• Recurrence plots of discrete-time Gaussian stochastic processes
• Short sales in log-robust portfolio management
• On probabilistic constraints induced by rectangular sets and multivariate normal distributions
• Evaluating nearly singular multinormal expectations with application to wave distributions
• A latent process model for dementia and psychometric tests
• On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers
• Statistical behavior of edge detectors
• Prediction of Euclidean distances with discrete and continuous outcomes
• Bayes factors for state-trace analysis
• Lagrangian approximations for stochastic reachability of a target tube
• Fast computation of high-dimensional multivariate normal probabilities
• Computation of Gaussian orthant probabilities in high dimension
• Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
• Probabilistic constraints via SQP solver: application to a renewable energy management problem
• Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
• Valuation of employee stock options using the exercise multiple approach and life tables
• A model for dynamic chance constraints in hydro power reservoir management
• Stochastic reachability of a target tube: theory and computation
• Probabilistic eigenvalue buckling analysis solved through the ratio of polynomial response surface
• Generating multivariate ordinal data via entropy principles
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
• On the asymptotic robustness of the likelihood ratio test in quantitative trait locus detection
• Zero-inflated count time series models using Gaussian copula
• Generalized Maximally Selected Statistics
• On the residual plot in a mixture model
• Maximum pairwise pseudo-likelihood estimation of the covariance matrix from left-censored data
• Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data
• Conditional independence of multivariate binary data with an application in caries research
• Efficient hybrid EM for linear and nonlinear mixed effects models with censored response
• A cluster-sample approach for Monte Carlo integration using multiple samplers
• An asymptotic test for quantitative trait locus detection in presence of missing genotypes
• The supremum of chi-square processes
• Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
• Scan statistic tail probability assessment based on process covariance and window size
• Combining dependent \(F\)-tests for robust association of quantitative traits under genetic model uncertainty
• Extended Bayesian model averaging for heritability in twin studies
• The asymptotic efficiency of randomized nets for quadrature
• Simultaneous confidence inference on species accumulation curves
• Using copulas to introduce dependence in dose-response modeling of multiple binary endpoints
• Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
• A characterization of the subdifferential of singular Gaussian distribution functions
• A one-dimensional analysis for the probability of error of linear classifiers for normally distributed classes
• Sample size determination for group sequential test under fractional Brownian motion
• Computation of marginal likelihoods with data-dependent support for latent variables
• Next-day operating room scheduling with uncertain surgery durations: exact analysis and heuristics
• A toolbox of permutation tests for structural change
• Weighted compound integration rules with higher order convergence for all \(N\)
• On the exact distribution of linear combinations of order statistics from dependent random variables
• On numerical calculation of probabilities according to Dirichlet distribution
• \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
• Group sequential tests under fractional Brownian motion in monitoring clinical trials
• gTests
• Quantifying uncertainties on excursion sets under a Gaussian random field prior
• mvPot
• Level bundle methods for constrained convex optimization with various oracles
• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
• Chi-square processes for gene mapping in a population with family structure
• A formalism for evaluating analytically the cross-correlation structure of a firing-rate network model
• Intermediate rank lattice rules and applications to finance
• Maximum likelihood estimation for multivariate skew normal mixture models
• Simultaneous credible bands for latent Gaussian models
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• A Thurstonian analysis of preference change
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• DCUHRE
• Modelling intransitive preferences: a random-effects approach
• AS 6
• AS 66
• mvtnorm
• Blossom IV
• Algorithm 611
• WAFO
• mprobit
• sn
• hgm R
• alabama
• SNPmaxsel
• TOMS659
• longmemo
• GeneralizedHyperbolic
• seqmon
• weightedScores
• lmec
• AS 195

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