The following pages link to AS 195 (Q25967):
Displaying 47 items.
- Bivariate conditioning approximations for multivariate normal probabilities (Q261036) (← links)
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood (Q394097) (← links)
- The valuation of foreign currency options under stochastic interest rates (Q597318) (← links)
- Conditional p-values for the F-statistic in a forward selection procedure (Q672522) (← links)
- A numerical analysis of variational valuation techniques for derivative securities (Q702595) (← links)
- Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities (Q758071) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Fast computation of high-dimensional multivariate normal probabilities (Q901525) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria (Q957230) (← links)
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations (Q1042067) (← links)
- Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients (Q1092561) (← links)
- Stochastic analysis of a non-homogeneous Markov system (Q1127168) (← links)
- Full maximum likelihood analysis of structural equation models with polytomous variables (Q1263196) (← links)
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study. (Q1274825) (← links)
- Connecting discrete and continuous path-dependent options (Q1297909) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- Probability inequalities for certain dependence structures (Q1336891) (← links)
- On singular multivariate normal distribution and its applications (Q1351890) (← links)
- A sensitivity analysis of two multivariate response models (Q1361513) (← links)
- Multivariate normal integrals and contingency tables with ordered categories (Q1362275) (← links)
- Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems (Q1596093) (← links)
- Weighted Kaplan-Meier tests for umbrella alternatives (Q1603021) (← links)
- Solving finite difference schemes arising in trivariate option pricing. (Q1605207) (← links)
- A random-discretization based Monte Carlo sampling method and its applications (Q1610847) (← links)
- Stepwise multiple test procedures with biometric applications (Q1818598) (← links)
- A numerical method for accurately approximating multivariate normal probabilities (Q1896182) (← links)
- Pairwise likelihood estimation for factor analysis models with ordinal data (Q1927206) (← links)
- Multiple comparisons between successive treatments for randomly right-censored survival data (Q1969144) (← links)
- A Bayesian approach to computing posterior distribution and quantile functions (Q1969148) (← links)
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (Q2029072) (← links)
- Evaluating nearly singular multinormal expectations with application to wave distributions (Q2433255) (← links)
- The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (Q2512741) (← links)
- Introduction to applied Bayesian statistics and estimation for social scientists. (Q2641628) (← links)
- Tight error bounds for nonuniform signaling over AWGN channels (Q2706009) (← links)
- On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics (Q2706472) (← links)
- (Q2762568) (← links)
- Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
- Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning (Q2957037) (← links)
- Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification (Q3078990) (← links)
- The approximate distribution of four moment statistics from type III distributions (Q3135283) (← links)
- One-dimensional marginal density functions of a truncated multivariate normal density function (Q3135360) (← links)
- A Simple Approximation for Bivariate and Trivariate Normal Integrals (Q3355123) (← links)
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
- Group sequential testing in dental clinical trials with longitudinal data on multiple outcome variables (Q3409800) (← links)
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence (Q5139857) (← links)
- Nonparametric sequential testing in clinical trials with incomplete multivariate observations (Q5748769) (← links)
