Approximation of certain multivariate integrals
type: Item
instance of: scholarly article
title: Approximation of certain multivariate integrals
zbMATH Open document ID: 0722.62015
DOI: 10.1016/0167-7152(91)90040-X
author: Jane M. Olson
author: Lisa A. Weissfeld
published in: Statistics \& Probability Letters
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 4190916
zbMATH Keywords: Taylor series approximation
zbMATH Keywords: multivariate integrals
zbMATH Keywords: multivariate normal probabilities
zbMATH Keywords: conditional expectations
zbMATH Keywords: product of univariate integrals
MaRDI profile type: Publication
cites work: Q4139463
cites work: Q5661032
cites work: Statistical tables for multivariate analysis. A handbook with references to applications. Transl. from the German by Peter Wadsack
cites work: Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors
cites work: An Approximation to the Multivariate Normal Integral: Its Application to Multifactorial Qualitative Traits
cites work: Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
cites work: Q5588103
full work available at URL: 0167-7152(91)90040-x
OpenAlex ID: W2132798625
description: scientific article; zbMATH DE number 4190916