Numerical evaluation of singular multivariate normal distributions
Journal of Statistical Computation and Simulation
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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 |
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Multivariate normal Numerical integration Singular distribution Statistical computation |
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Multivariate normal Numerical integration Singular distribution Statistical computation Genz, A. Kwong, K.-S. Numerical evaluation of singular multivariate normal distributions |
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Journal of Statistical Computation and Simulation |
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STATISTICS & APPLIED PROBABILITY |
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STATISTICS & APPLIED PROBABILITY Genz, A. Kwong, K.-S. |
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Article |
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Genz, A. Kwong, K.-S. |
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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 |
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Numerical evaluation of singular multivariate normal distributions |
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numerical evaluation of singular multivariate normal distributions |
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2014 |
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http://scholarbank.nus.edu.sg/handle/10635/105245 |
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1681093252492558336 |