Alternative sampling methods for estimating multivariate normal probabilities

Journal of Econometrics

Volumn 120, Issue 2, 2004, Pages 207-234

  Sándor, Zsolt ^a   András, Péter ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

(t,m,s) net; Lattice points; Multinomial probit; Quasi Monte Carlo; Simulation

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MONTE CARLO METHODS; PROBABILITY; STATISTICS;

(T,M,S)-NET; LATTICE POINTS; MULTINOMIAL PROBITS; QUASI-MONTE CARLO;

SAMPLING;

EID: 1842636208     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00212-4     Document Type: Article

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