Simulation of multivariate normal orthant probabilities : theoretical and computational results
Year of publication: |
1992
|
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Authors: | Hajivassiliou, Vassilis Argyrou ; McFadden, Daniel ; Ruud, Paul Arthur |
Publisher: |
New Haven, Conn. |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Simulation |
Extent: | 48 S. graph. Darst. |
---|---|
Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1021 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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