Numerical evaluation of singular multivariate normal distributions

Journal of Statistical Computation and Simulation

Volumn 68, Issue 1, 2000, Pages 1-21

  Genz, Alan ^a   Kwong, Koon Shing ^b  

^a WASHINGTON STATE UNIVERSITY   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Multivariate normal; Numerical integration; Singular distribution; Statistical computation

Indexed keywords

EID: 0034348265     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650008812053     Document Type: Article

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