Pages that link to "Item:Q3339237"
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The following pages link to Algorithm AS 195: Multivariate Normal Probabilities with Error Bound (Q3339237):
Displaying 50 items.
- AS 195 (Q25967) (← links)
- Bivariate conditioning approximations for multivariate normal probabilities (Q261036) (← links)
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood (Q394097) (← links)
- The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model (Q535373) (← links)
- The valuation of foreign currency options under stochastic interest rates (Q597318) (← links)
- Conditional p-values for the F-statistic in a forward selection procedure (Q672522) (← links)
- A numerical analysis of variational valuation techniques for derivative securities (Q702595) (← links)
- Approximation of certain multivariate integrals (Q756316) (← links)
- Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities (Q758071) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Fast computation of high-dimensional multivariate normal probabilities (Q901525) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- Subset complement addition upper bounds. An improved inclusion-exclusion method (Q920504) (← links)
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria (Q957230) (← links)
- Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients (Q1092561) (← links)
- Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations (Q1096993) (← links)
- Stochastic analysis of a non-homogeneous Markov system (Q1127168) (← links)
- A supremum version of logrank test for detecting late occurring survival differences. (Q1128455) (← links)
- Structural equation models with continuous and polytomous variables (Q1205770) (← links)
- Full maximum likelihood analysis of structural equation models with polytomous variables (Q1263196) (← links)
- Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study. (Q1274825) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- Probability inequalities for certain dependence structures (Q1336891) (← links)
- A sensitivity analysis of two multivariate response models (Q1361513) (← links)
- Multivariate normal integrals and contingency tables with ordered categories (Q1362275) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- Solving finite difference schemes arising in trivariate option pricing. (Q1605207) (← links)
- Nonparametric equivalents of contrasts for identifying the minimum effective dose (Q1775978) (← links)
- Stepwise multiple test procedures with biometric applications (Q1818598) (← links)
- A numerical method for accurately approximating multivariate normal probabilities (Q1896182) (← links)
- Multiple comparisons between successive treatments for randomly right-censored survival data (Q1969144) (← links)
- A Bayesian approach to computing posterior distribution and quantile functions (Q1969148) (← links)
- Rectangular and wedge-shaped multivariate normal probabilities (Q1978721) (← links)
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities (Q2029072) (← links)
- Evaluating nearly singular multinormal expectations with application to wave distributions (Q2433255) (← links)
- The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (Q2512741) (← links)
- Using mathematical programming to compute singlular multivariate normal probablities (Q2702949) (← links)
- Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
- Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification (Q3078990) (← links)
- One-dimensional marginal density functions of a truncated multivariate normal density function (Q3135360) (← links)
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
- Group sequential testing in dental clinical trials with longitudinal data on multiple outcome variables (Q3409800) (← links)
- An approximation method for bivariate and multvariate normal equiprobability contours (Q3473023) (← links)
- Valuation of Performance‐Dependent Options (Q3502198) (← links)
- Two-step estimation of multivariate polychoric correlation (Q3749953) (← links)
- Rank test statistics for umbrella alternatives (Q3793532) (← links)
- A probit model for multivariate random length ordinal data (Q4214011) (← links)
- Numerical computation of multivariate<i>t</i>-probabilities with application to power calculation of multiple contrasts (Q4269868) (← links)
- Testing for or against a trend in odds ratios (Q4269934) (← links)
- Computation of the Trivariate Normal Integral (Q4286600) (← links)
