APPROXIMATIONS TO MULTIVARIATE NORMAL ORTHANT PROBABILITIES

被引：27

|

作者：

BACON, RH

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1963年 / 34卷 / 01期

关键词：

D O I：

10.1214/aoms/1177704254

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

收藏

页码：191 / &

相关论文

共 50 条

[41] Computation of multivariate normal probabilities with polar coordinate systems
Nomura, Noboru
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2014, 84 (03) : 491 - 512
[42] ON SPHERICAL MONTE CARLO SIMULATIONS FOR MULTIVARIATE NORMAL PROBABILITIES
Teng, Huei-Wen
Kang, Ming-Hsuan
Fuh, Cheng-Der
ADVANCES IN APPLIED PROBABILITY, 2015, 47 (03) : 817 - 836
[43] mvtnorm: New Numerical Algorithm for Multivariate Normal Probabilities
Mi, Xuefei
Miwa, Tetsuhisa
Hothorn, Torsten
R JOURNAL, 2009, 1 (01): : 37 - 39
[44] THE USE OF THE TETRACHORIC SERIES FOR EVALUATING MULTIVARIATE NORMAL PROBABILITIES
HARRIS, B
SOMS, AP
JOURNAL OF MULTIVARIATE ANALYSIS, 1980, 10 (02) : 252 - 267
[45] Alternative sampling methods for estimating multivariate normal probabilities
Sándor, Z
András, P
JOURNAL OF ECONOMETRICS, 2004, 120 (02) : 207 - 234
[46] Rectangular and wedge-shaped multivariate normal probabilities
Vijverberg, WPM
ECONOMICS LETTERS, 2000, 68 (01) : 13 - 20
[47] INEQUALITY FOR MULTIVARIATE NORMAL PROBABILITIES WITH APPLICATION TO A DESIGN PROBLEM
RINOTT, Y
SANTNER, TJ
ANNALS OF STATISTICS, 1977, 5 (06): : 1228 - 1234
[48] MULTIVARIATE NORMAL PROBABILITIES OF STAR-SHAPED REGIONS
LOHR, SL
APPLIED STATISTICS-JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C, 1993, 42 (03): : 576 - 582
[49] Using complex integration to compute multivariate normal probabilities
Soong, WC
Hsu, JC
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1997, 6 (04) : 397 - 415
[50] Approximations for the boundary crossing probabilities of moving sums of normal random variables
Noonan, Jack
Zhigljavsky, Anatoly
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021, 50 (11) : 3547 - 3568

← 1 2 3 4 5 →