Numerical evaluation of singular multivariate normal distributions

Journal of Statistical Computation and Simulation

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-105245
record_format	dspace
spelling	sg-nus-scholar.10635-1052452015-02-27T22:07:29Z Numerical evaluation of singular multivariate normal distributions Genz, A. Kwong, K.-S. STATISTICS & APPLIED PROBABILITY Multivariate normal Numerical integration Singular distribution Statistical computation Journal of Statistical Computation and Simulation 68 1 1-21 2014-10-28T05:13:31Z 2014-10-28T05:13:31Z 2000 Article Genz, A.,Kwong, K.-S. (2000). Numerical evaluation of singular multivariate normal distributions. Journal of Statistical Computation and Simulation 68 (1) : 1-21. ScholarBank@NUS Repository. 00949655 http://scholarbank.nus.edu.sg/handle/10635/105245 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Multivariate normal Numerical integration Singular distribution Statistical computation
spellingShingle	Multivariate normal Numerical integration Singular distribution Statistical computation Genz, A. Kwong, K.-S. Numerical evaluation of singular multivariate normal distributions
description	Journal of Statistical Computation and Simulation
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Genz, A. Kwong, K.-S.
format	Article
author	Genz, A. Kwong, K.-S.
author_sort	Genz, A.
title	Numerical evaluation of singular multivariate normal distributions
title_short	Numerical evaluation of singular multivariate normal distributions
title_full	Numerical evaluation of singular multivariate normal distributions
title_fullStr	Numerical evaluation of singular multivariate normal distributions
title_full_unstemmed	Numerical evaluation of singular multivariate normal distributions
title_sort	numerical evaluation of singular multivariate normal distributions
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105245
_version_	1681093252492558336

Numerical evaluation of singular multivariate normal distributions

Similar Items