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Using mathematical programming to compute singlular multivariate normal probablities - MaRDI portal

Using mathematical programming to compute singlular multivariate normal probablities (Q2702949)

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Using mathematical programming to compute singlular multivariate normal probablities
scientific article

    Statements

    title
    Using mathematical programming to compute singlular multivariate normal probablities (English)
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    author
    Vikrant Bansal
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    John D. Perkins
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    publication date
    6 March 2002
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    zbMATH Keywords
    singular multivariate normal distribution
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    parametric programming
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    principal components
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    Identifiers

    Mathematics Subject Classification ID
    62H10
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    62H25
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    90C90
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    65C60
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    90C05
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    zbMATH DE Number
    1570753
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    OpenAlex ID
    W2016027918
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