Simulation of multivariate normal rectangle probabilities and their derivatives : theoretical and computational results
Year of publication: |
1996
|
---|---|
Authors: | Hajivassiliou, Vassilis Argyrou |
Other Persons: | McFadden, Daniel (contributor) ; Ruud, Paul Arthur (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 72.1996, 1, p. 85-134
|
Subject: | Simulation | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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