Normal orthant probabilities in the equicorrelation case

DOI10.1006/jmaa.2000.6803zbMath0954.62068OpenAlexW2067698461MaRDI QIDQ1577984

Zhongren Ni, Benjamin Kedem-Kimelfeld

Publication date: 27 August 2000

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.2000.6803

zbMATH Keywords

quadratic formsdifferential equationexpansion formulaorthant probabilitiesequicorrelated multivariate normal distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability theory on algebraic and topological structures (60B99)

Related Items (1)

A note on the hierarchical model for responses and response times in tests of van der Linden (2007)

Cites Work

• Orthant probabilities for the equicorrelated multivariate normal distribution

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