Monte Carlo evaluation of multivariate Student's t probabilities (Q671686)
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scientific article; zbMATH DE number 983445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo evaluation of multivariate Student's t probabilities |
scientific article; zbMATH DE number 983445 |
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Monte Carlo evaluation of multivariate Student's t probabilities (English)
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27 February 1997
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Multivariate t probability
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Simulation
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Importance sampling
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