QSIMVN
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Cited in
(only showing first 100 items - show all)- A characterization of the subdifferential of singular Gaussian distribution functions
- A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
- Sample size determination for group sequential test under fractional Brownian motion
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
- A one-dimensional analysis for the probability of error of linear classifiers for normally distributed classes
- Discrete choice models for ordinal response variables: a generalization of the stereotype model
- Multivariate extended skew-\(t\) distributions and related families
- Computation of marginal likelihoods with data-dependent support for latent variables
- Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
- Next-day operating room scheduling with uncertain surgery durations: exact analysis and heuristics
- Alternative sampling methods for estimating multivariate normal probabilities
- A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with skew Gaussian processes
- Computation of multivariate normal probabilities with polar coordinate systems
- Sample size determination in clinical trials with multiple co-primary endpoints including mixed continuous and binary variables
- Skew Gaussian processes for classification
- On weighting of bivariate margins in pairwise likelihood
- Finite normal mixture copulas for multivariate discrete data modeling
- A toolbox of permutation tests for structural change
- On the exact distribution of maximally selected rank statistics
- Weighted compound integration rules with higher order convergence for all N
- Flexible Weighted Log-Rank Tests Optimal for Detecting Early and/or Late Survival Differences
- On the exact distribution of linear combinations of order statistics from dependent random variables
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
- An O(N) algorithm for computing expectation of N-dimensional truncated multi-variate normal distribution. I: Fundamentals
- On numerical calculation of probabilities according to Dirichlet distribution
- Group sequential tests under fractional Brownian motion in monitoring clinical trials
- EM algorithms for ordered probit models with endogenous regressors
- Bayesian locally optimal design of knockout tournaments
- \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
- Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes
- Pricing of multi-period rate of return guarantees.
- On quantitative trait locus mapping with an interference phenomenon
- A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data
- Maximum likelihood estimation of Gaussian copula models for geostatistical count data
- Multi-stage stochastic optimization: the distance between stochastic scenario processes
- Valuation on an outside-reset option with multiple resettable levels and dates
- 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
- Quantifying uncertainties on excursion sets under a Gaussian random field prior
- 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
- Level bundle methods for constrained convex optimization with various oracles
- 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 relationship between the discrete and continuous bounding moment problems and their numerical solutions
- Computation of the distribution of the maximum of stationary Gaussian processes
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
- Likelihood ratio tests for and against ordering of the cumulative incidence functions in multiple competing risks and discrete mark variable models
- On the Exact Success Rate of Side Channel Analysis in the Gaussian Model
- Computing bounds on the expected maximum of correlated normal variables
- Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
- Chi-square processes for gene mapping in a population with family structure
- Recurrence plots of discrete-time Gaussian stochastic processes
- Calculation of orthant probabilities by the holonomic gradient method
- Short sales in log-robust portfolio management
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions
- High-dimensional inference using the extremal skew-\(t\) process
- A formalism for evaluating analytically the cross-correlation structure of a firing-rate network model
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Pricing of multi-period rate of return guarantees: the Monte Carlo approach
- A novel series expansion for the multivariate normal probability integrals based on Fourier series
- Parallel Bayesian global optimization of expensive functions
- An index of market shocks based on multiscale analysis
- Bayesian multiple testing for two-sample multivariate endpoints
- A latent process model for dementia and psychometric tests
- The SgenoLasso and its cousins for selective genotyping and extreme sampling: application to association studies and genomic selection
- On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- Modeling and fitting of three-dimensional mineral microstructures by multinary random fields
- Intermediate rank lattice rules and applications to finance
- Statistical behavior of edge detectors
- Bayes factors for state-trace analysis
- Prediction of Euclidean distances with discrete and continuous outcomes
- Maximum likelihood estimation for multivariate skew normal mixture models
- Lagrangian approximations for stochastic reachability of a target tube
- Computing bounds for the probability of the union of events by different methods
- Exact calculations for the repeated many-one test.
- Gaussian process optimization with failures: classification and convergence proof
- Simultaneous credible bands for latent Gaussian models
- Fast computation of high-dimensional multivariate normal probabilities
- Process fault prognosis using a fuzzy-adaptive unscented Kalman predictor
- A Thurstonian analysis of preference change
- Computation of Gaussian orthant probabilities in high dimension
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Testing for and against a set of inequality constraints: The \(k\)-sample case
- On empirical processes for quantitative trait locus mapping under the presence of a selective genotyping and an interference phenomenon
- Optimal estimation of a signal perturbed by a fractional Brownian noise
- Computation of the p-value of the maximum of score tests in the generalized linear model; application to multiple coding
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
- Interim evaluation of efficacy or futility in group‐sequential trials with multiple co‐primary endpoints
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- Population Size Estimation in a Two-List Surveillance System with a Discrete Covariate
- 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
- Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
- A model for dynamic chance constraints in hydro power reservoir management
- An accept-reject algorithm for the positive multivariate normal distribution
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