The numerical evaluation of certain multivariate normal integrals (Q1078975)
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scientific article; zbMATH DE number 3960858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The numerical evaluation of certain multivariate normal integrals |
scientific article; zbMATH DE number 3960858 |
Statements
The numerical evaluation of certain multivariate normal integrals (English)
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1986
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numerical quadrature
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multivariate normal integral
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tridiagonal covariance matrix
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iterated integration
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