QSIMVN
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Cited in
(only showing first 100 items - show all)- On weighting of bivariate margins in pairwise likelihood
- Testing for and against a set of inequality constraints: The \(k\)-sample case
- A Monte Carlo approach for the American put under stochastic interest rates
- 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
- Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options
- Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses
- Making the best of best-of
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- Exact calculations for the repeated many-one test.
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- DCUHRE
- mvPot
- tlrmvnmvt
- furrr
- gTests
- Pricing of multi-period rate of return guarantees.
- AS 6
- AS 66
- Computation of marginal likelihoods with data-dependent support for latent variables
- \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
- Generating multivariate ordinal data via entropy principles
- mvtnorm
- Universality classes of interaction structures for NK fitness landscapes
- Blossom IV
- Valuation on an outside-reset option with multiple resettable levels and dates
- Algorithm 611
- Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding
- Pairwise multiple comparison adjustment procedure for survival functions with right-censored data
- Geostatistical modelling of cyclic and rhythmic facies architectures
- A Thurstonian analysis of preference change
- Gaussian process modeling with inequality constraints
- Unifying exotic option closed formulas
- WAFO
- Computing bounds for the probability of the union of events by different methods
- Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
- On numerical calculation of probabilities according to Dirichlet distribution
- mprobit
- sn
- Lagrangian approximations for stochastic reachability of a target tube
- Gaussian process optimization with failures: classification and convergence proof
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
- A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes
- hgm R
- alabama
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
- Next-day operating room scheduling with uncertain surgery durations: exact analysis and heuristics
- Skew Gaussian processes for classification
- An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution. I: Fundamentals
- High-dimensional inference using the extremal skew-\(t\) process
- Modeling and fitting of three-dimensional mineral microstructures by multinary random fields
- SNPmaxsel
- On empirical processes for quantitative trait locus mapping under the presence of a selective genotyping and an interference phenomenon
- An accept-reject algorithm for the positive multivariate normal distribution
- Discovering transgenic elite events: using~information from early screening trials for improving experimental design
- TOMS659
- Computing bounds on the expected maximum of correlated normal variables
- On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
- longmemo
- Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
- Orthant probabilities of elliptical distributions from orthogonal projections to subspaces
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Calculation of orthant probabilities by the holonomic gradient method
- The valuation of forward-start rainbow options
- GeneralizedHyperbolic
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- Multi-stage stochastic optimization: the distance between stochastic scenario processes
- Joint chance constrained programming for hydro reservoir management
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- seqmon
- Recurrence plots of discrete-time Gaussian stochastic processes
- On the exact distribution of linear combinations of order statistics from dependent random variables
- Bayesian locally optimal design of knockout tournaments
- Evaluating nearly singular multinormal expectations with application to wave distributions
- weightedScores
- Alternative sampling methods for estimating multivariate normal probabilities
- Statistical behavior of edge detectors
- On the exact distribution of the maximum of absolutely continuous dependent random variables
- A one-dimensional analysis for the probability of error of linear classifiers for normally distributed classes
- Likelihood ratio tests for and against ordering of the cumulative incidence functions in multiple competing risks and discrete mark variable models
- Modelling intransitive preferences: a random-effects approach
- Pricing of multi-period rate of return guarantees: the Monte Carlo approach
- Prediction of Euclidean distances with discrete and continuous outcomes
- A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
- lmec
- Computation of the distribution of the maximum of stationary Gaussian processes
- On quantitative trait locus mapping with an interference phenomenon
- Discrete choice models for ordinal response variables: a generalization of the stereotype model
- Maximum likelihood estimation for multivariate skew normal mixture models
- Group sequential tests under fractional Brownian motion in monitoring clinical trials
- TopKLists
- PATSYM
- RANRTH
- MAGP
- AS 195
- AS 249
- MVGC
- Computation of Gaussian orthant probabilities in high dimension
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