Monte Carlo evaluation of multivariate normal probabilities

Journal of Econometrics

Volumn 76, Issue 1-2, 1997, Pages 281-307

  Vijverberg, Wim P M ^a  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

Author keywords

Multinomial probit; Normal distribution; Simulation

Indexed keywords

EID: 0001247008     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01792-5     Document Type: Article

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