"Fast computation of high-dimensional multivariate normal probabilities."

Ioannis Phinikettos, Axel Gandy (2011)

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DOI: 10.1016/J.CSDA.2010.10.005

access: closed

type: Journal Article

metadata version: 2020-02-18

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Ioannis Phinikettos, Axel Gandy:
Fast computation of high-dimensional multivariate normal probabilities. Comput. Stat. Data Anal. 55(4): 1521-1529 (2011)

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