Reduction of the multivariate normal integral to characteristic form

DOI10.1093/BIOMET/54.1-2.293MaRDI QIDQ5564902zbMATH OpenOpenAlexFDO

Authors Donald R. Childs

Publication date 1967

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/54.1-2.293

zbMATH Keywords

statistics

Cited in

(9)

• Evaluation of the normal distribution function
• Some bayesian considerations of the choice of design for ranking, selection and estimation
• On restricted hypotheses in extreme value regression models
• Evaluation of asset pricing models using two-pass cross-sectional regressions
• A representation for quadrivariate normal positive orthant probabilities
• New Approximations to Familiar Functions
• A probabilistic angle on one-loop scalar integrals
• Chi-squared tests for evaluation and comparison of asset pricing models
• On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence

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