swMATH14058MaRDI QIDQ25967FDOQ25967
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Official website: http://www.jstor.org/stable/2347670?seq=1#page_scan_tab_contents
Cited In (only showing first 100 items - show all)
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
- Title not available (Why is that?)
- Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
- Valuing flexibility: An impulse control framework
- Pairwise likelihood estimation for factor analysis models with ordinal data
- Evaluation of Normal Probabilities of Symmetric Regions
- Bivariate conditioning approximations for multivariate normal probabilities
- One-dimensional marginal density functions of a truncated multivariate normal density function
- Computation of the Trivariate Normal Integral
- Approximations to the multivariate normal integral
- Weighted Kaplan-Meier tests for umbrella alternatives
- A sensitivity analysis of two multivariate response models
- A numerical analysis of variational valuation techniques for derivative securities
- Full maximum likelihood analysis of structural equation models with polytomous variables
- Group Sequential Distribution-Free Methods for the Analysis of Multivariate Observations
- MCQMC Methods for Multivariate Statistical Distributions
- Guidelines for Monitoring Efficacy and Toxicity Responses in Clinical Trials
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Group Sequential Designs for Monitoring Survival Probabilities
- Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
- Stochastic analysis of a non-homogeneous Markov system
- Nonparametric sequential testing in clinical trials with incomplete multivariate observations
- Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
- Fast computation of high-dimensional multivariate normal probabilities
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Title not available (Why is that?)
- Computation of the multivariate normal integral
- Solving finite difference schemes arising in trivariate option pricing.
- An overview of group sequential methods in longitudinal clinical trials
- Title not available (Why is that?)
- The valuation of foreign currency options under stochastic interest rates
- Connecting discrete and continuous path-dependent options
- AS 6
- AS 66
- On the approximation of optimal stopping problems with application to financial mathematics
- mprobit
- Groupseq
- weightedScores
- MVI3
- SEQPWR
- AS 63
- AS 67
- Orthants
- Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
- Introduction to applied Bayesian statistics and estimation for social scientists.
- Algorithm 462
- AS 251
- Algorithm 725
- QSIMVN
- Two-step estimation of multivariate polychoric correlation
- Probability inequalities for certain dependence structures
- Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
- Testing for or against a trend in odds ratios
- Title not available (Why is that?)
- Copula-Based Models for Multivariate Discrete Response Data
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- Group sequential methods for an ordinal logistic random-effects model under misspecification
- Title not available (Why is that?)
- Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
- Probabilistic-statistical programs from ``Applied Statistics
- The influence of observations on misclassification probability in multiple discriminant analysis
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
- On singular multivariate normal distribution and its applications
- Rank test statistics for umbrella alternatives
- Numerical evaluation of singular multivariate normal distributions
- Sequential Rank Tests With Repeated Measurements in Clinical Trials
- Multivariate normal integrals and contingency tables with ordered categories
- A numerical method for accurately approximating multivariate normal probabilities
- Interim analyses based on median survival times
- Finite normal mixture copulas for multivariate discrete data modeling
- Tight error bounds for nonuniform signaling over AWGN channels
- Interim Monitoring of Longitudinal Comparative Studies with Recurrent Event Responses
- A Simple Approximation for Bivariate and Trivariate Normal Integrals
- Tables of critical values for two group interim analyses
- A random-discretization based Monte Carlo sampling method and its applications
- Conditional p-values for the F-statistic in a forward selection procedure
- Maximum likelihood estimation in covariance structure analysis with truncated data
- Three-stage designs for monitoring clinical trials
- Title not available (Why is that?)
- The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution
- Interim analyses with repeated measurements in a sequential clinical trial
- Estimation of multivariate polychoric and polyserial correlations with missing observations
- A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
- Title not available (Why is that?)
- Sequential log rank tests adjusting for covariates with the accelerated life model
- A Multiple-Step Selection Procedure with Sequential Protection of Preferred Treatments
- GROUP SEQUENTIAL PROCEDURES FOR REPEATED EVENTS DATA WITH FRAILTY
- Numerical computation of multivariate normal probabilities using bivariate conditioning
- Point estimation after early stopping in a repeated measures trial
- Extension of two-sided test to multiple treatment trials
- Two multi-step selection procedures with Possible selection of two treatments of equal prior preference
- Group Sequential Comparison of Changes: Ad-hoc Versus More Exact Method
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
- TESTING THE NULL HYPOTHESIS THAT A NORMAL MEAN VECTOR LIES IN THE POSITIVE ORTHANT
- A Comparison of Methods for Univariate and Multivariate Acceptance Sampling by Variables
- 4. Sequential Methods for Biomedical Applications
- Normal Order Statistics as Permutation Probability Models
- The approximate distribution of four moment statistics from type III distributions
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