The numerical evaluation of certain multivariate normal integrals-Reference-Cited by-同舟云学术

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The numerical evaluation of certain multivariate normal integrals

Published:1986-10 Issue:2 Volume:16 Page:255-258
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Genz Alan,Kahaner David K.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference3 articles.

1. International mathematical and Statistical Library (IMSL), Sixth Floor, NBC Building, 7500 Bellaire Boulevard, Houston Texas, 77036-5085.

2. R.C. Milton, Computer evaluation of the multivariate normal integral, Technometrics 14 (4) 881–889.

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