The numerical evaluation of certain multivariate normal integrals
type: Item
instance of: scholarly article
title: The numerical evaluation of certain multivariate normal integrals
zbMATH Open document ID: 0596.65006
DOI: 10.1016/0377-0427(86)90100-7
author: David K. Kahaner
author: A. Genz
published in: Journal of Computational and Applied Mathematics
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 65D20
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 41A55
Mathematics Subject Classification ID: 33B20
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 41A63
zbMATH DE Number: 3960858
zbMATH Keywords: numerical quadrature
zbMATH Keywords: multivariate normal integral
zbMATH Keywords: tridiagonal covariance matrix
zbMATH Keywords: iterated integration
describes a project that uses: IMSL Numerical Libraries
MaRDI profile type: Publication
full work available at URL: 0377-0427(86)90100-7
OpenAlex ID: W2089646177
cites work: Q3323133
cites work: Computer Evaluation of the Multivariate Normal Integral
description: scientific article; zbMATH DE number 3960858