A method for approximating multivariate normal orthant probabilities-Reference-Cited by-同舟云学术

A method for approximating multivariate normal orthant probabilities

Published:1990-12 Issue:3-4 Volume:37 Page:225-229
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Solow Andrew R.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/00949659008811306

Reference7 articles.

1. Bibliography on the Multivariate Normal Integrals and Related Topics

2. Probability Integrals of Multivariate Normal and Multivariate $t^1$

3. Iyengar S. On the evaluation of certain multivariate normal probabilities Department of Statistics, Stanford University 1982 Unpublished Ph.D. thesis

4. Binary Time Series

5. A Time Series Analysis of Binary Data

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