Numerical evaluation of singular multivariate normal distributions

Numerical evaluation of singular multivariate normal distributions

Journal of Statistical Computation and Simulation

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Bibliographic Details
Main Authors: Genz, A., Kwong, K.-S.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Multivariate normal
Numerical integration
Singular distribution
Statistical computation
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105245
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Institution: National University of Singapore
Description
Summary:Journal of Statistical Computation and Simulation

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