Pages that link to "Item:Q1915466"
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The following pages link to Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466):
Displaying 50 items.
- Simulation-based estimation of peer effects (Q274918) (← links)
- The efficiency of top agents: an analysis through service strategy in tennis (Q301963) (← links)
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
- Efficient estimation of probit models with correlated errors (Q530959) (← links)
- Monte Carlo evaluation of multivariate Student's t probabilities (Q671686) (← links)
- Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
- Invariance of conditional maximum utility (Q869856) (← links)
- Fitting mixed-effects models when data are left truncated (Q938045) (← links)
- Computational issues in the sequential probit model: a Monte Carlo study (Q1020516) (← links)
- Computation of multivariate normal and \(t\) probabilities (Q1022028) (← links)
- Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses (Q1023685) (← links)
- Symbolic Cholesky decomposition of the variance-covariance matrix of the negative multinomial distribution (Q1200741) (← links)
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
- Forecasting new product penetration with flexible substitution patterns (Q1305778) (← links)
- Monte-Carlo evaluation of multivariate normal probabilities (Q1362040) (← links)
- Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
- Hypothesis testing with a restricted parameter space (Q1379919) (← links)
- A comparison of different methods for the estimation of regression models with correlated binary responses. (Q1575402) (← links)
- Multivariate regression analysis of panel data with binary outcomes applied to unemployment data (Q1580843) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- A Bayesian multivariate probit for ordinal data with semiparametric random-effects (Q1800090) (← links)
- Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
- Two-level linear paired comparison models: Estimation and identifiability issues (Q1867822) (← links)
- Efficient algorithms for generating truncated multivariate normal distributions (Q1942149) (← links)
- Rectangular and wedge-shaped multivariate normal probabilities (Q1978721) (← links)
- A note on simulating hyperplane-truncated multivariate normal distributions (Q2081770) (← links)
- Robust discrete choice models with \(t\)-distributed kernel errors (Q2104002) (← links)
- The dynamic factor network model with an application to international trade (Q2173192) (← links)
- An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals (Q2230582) (← links)
- Bayesian analysis of order-statistics models for ranking data (Q2250632) (← links)
- An accept-reject algorithm for the positive multivariate normal distribution (Q2259097) (← links)
- One-shot CFTP; application to a class of truncated Gaussian densities (Q2433243) (← links)
- Evaluating nearly singular multinormal expectations with application to wave distributions (Q2433255) (← links)
- Alternative sampling methods for estimating multivariate normal probabilities (Q2439057) (← links)
- Simulated classical tests in multinomial probit models (Q2457788) (← links)
- Gaussian cubature: a practitioner's guide (Q2473223) (← links)
- Estimation of finite sequential games (Q2512525) (← links)
- Computation of Gaussian orthant probabilities in high dimension (Q2628890) (← links)
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model (Q2658770) (← links)
- Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers (Q3156189) (← links)
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
- On spherical Monte Carlo simulations for multivariate normal probabilities (Q3450510) (← links)
- A class of rectangle-screened multivariate normal distributions and its applications (Q3462128) (← links)
- Factor Analysis for Ranked Data with Application to a Job Selection Attitude Survey (Q3592406) (← links)
- Bond pricing when the short-term interest rate follows a threshold process (Q3605240) (← links)
- Identification of peer effects using group size variation (Q3653358) (← links)
- Computing probabilites of rectangles in case of multinormal distribution (Q3757362) (← links)
- Numerical computation of multivariate<i>t</i>-probabilities with application to power calculation of multiple contrasts (Q4269868) (← links)
- Multinomial probit estimation without nuisance parameters (Q4416018) (← links)
- Numerical evaluation of singular multivariate normal distributions (Q4525904) (← links)
