Evaluation of orthant probabilities for singular BI-and trivariate normal distributions (Q4864198)
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scientific article; zbMATH DE number 839365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of orthant probabilities for singular BI-and trivariate normal distributions |
scientific article; zbMATH DE number 839365 |
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Evaluation of orthant probabilities for singular BI-and trivariate normal distributions (English)
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29 January 1996
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bivariate
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singular multivariate normal distributions
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orthant probabilities
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quadrant probabilities
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principal components
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octant probabilities
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rank-two covariance matrix trivariate normal distribution
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