Computing bounds on the expected maximum of correlated normal variables

Methodology and Computing in Applied Probability

Volumn 12, Issue 1, 2010, Pages 111-138

  Ross, Andrew M ^a  

^a EASTERN MICHIGAN UNIVERSITY   (United States)

Author keywords

Computing bounds; Multivariate normal expectations; Singular distribution

Indexed keywords

EID: 77951295143     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-008-9097-z     Document Type: Article

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