Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities (Q105978)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities |
scientific article |
Statements
31
0 references
1
0 references
January 2021
0 references
