Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
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Publication:3391110
DOI10.1080/10618600.2017.1375936OpenAlexW2753172549MaRDI QIDQ3391110
Marc G. Genton, George M. Turkiyyah, David E. Keyes
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/625457
spatial statisticsmultivariate skew-normal distributionmax-stable processhierarchical low-rank structuremultivariate cumulative distribution function
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