The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (Q2512741)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution |
scientific article |
Statements
The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (English)
0 references
30 January 2015
0 references
multivariate normal distribution
0 references
quadrivariate normal distribution
0 references
numerical integration
0 references
computational intensity
0 references
orthant probability
0 references
