The evaluation of general non-centred orthant probabilities

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 65, Issue 1, 2003, Pages 223-234

  Miwa, Tetsuhisa ^a   Hayter, A J ^b   Kuriki, Satoshi ^c  

^a NATIONAL INSTITUTE FOR AGRO ENVIRONMENTAL SCIENCES   (Japan)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Cumulative distribution function; Orthant probability; Orthoscheme probability; Polyhedral cone; Recursive integration

Indexed keywords

EID: 0141799705     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00382     Document Type: Article

References (12)

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