Numerical evaluation of singular multivariate normal distributions

Journal of Statistical Computation and Simulation

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Main Authors: Genz, A., Kwong, K.-S.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105245
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Institution: National University of Singapore
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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
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