Estimation method of multivariate exponential probabilities based on a simplex coordinates transform

DOI10.1080/00949650802641833zbMath1204.65004OpenAlexW2138073121MaRDI QIDQ3564766

Bram van Putten, Niels J. Olieman

Publication date: 26 May 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9007

zbMATH Keywords

algorithmdimension reductionvariancestatistical efficiencymultivariate exponential distributionMonte Carlo numerical integrationsimplex transformationradially shaped setray-convex set

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

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Cites Work

• Stability likelihood of coalitions in a two-stage cartel game: an estimation method
• Computing probabilites of rectangles in case of multinormal distribution
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