An approximation of multivariate normal orthant probabilities of dimension 4: a contingency-table approach

DOI10.1080/03610918708812635zbMath0695.62139OpenAlexW2053770619MaRDI QIDQ3471481

Yuchung J. Wang

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812635

zbMATH Keywords

interactionslog-linear modelcross-product ratioiterative proportional fitting algorithm

Mathematics Subject Classification ID

Contingency tables (62H17) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Multivariate normal integrals and contingency tables with ordered categories

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