Numerical computation of multivariate normal and multivariate-t probabilities over convex regions)?

Journal of Computational and Graphical Statistics

Volumn 7, Issue 4, 1998, Pages 529-544

  Somerville, Paul N ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Convex region; Integral equation; Monte Carlo; Multiple comparisons; Multivariate normal integral; Multivariate t integral

Indexed keywords

EID: 0032286933     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.1998.10474793     Document Type: Article

References (27)

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