An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
Jonathan Eggleston
| Year of publication: |
November 2016
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|---|---|
| Authors: | Eggleston, Jonathan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 195.2016, 1, p. 120-133
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| Subject: | Expectation of the maximum | Emax | Multivariate normal | Monte Carlo integration | Dynamic structural models | Theorie | Theory | Erwartungsbildung | Expectation formation | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011705236