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Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces - MaRDI portal

Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces (Q2631357)

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Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces
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    Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces (English)
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    29 July 2016
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    conditional distribution
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    cumulative distribution function
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    orthant probability
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    polyhedral cone
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    recursive integration
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