Computation of the quadrivariate and pentavariate normal cumulative distribution functions

DOI10.1080/03610918.2017.1295151OpenAlexW2591212196MaRDI QIDQ5084747

Tristan Guillaume

Publication date: 28 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2017.1295151

zbMATH Keywords

multivariate normal distributionquadrivariate normal distributionmultivariate normal order statisticspentavariate normal distribution

Mathematics Subject Classification ID

Numerical integration (65D30)

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Uses Software

• Cuba

Cites Work

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