A Note on Evaluating a Certain Orthant Probability

James L. Kepner; James D. Harper; Sandra Z. Keith

doi:10.2307/2685172

A Note on Evaluating a Certain Orthant Probability

The American Statistician ◽

10.2307/2685172 ◽

1989 ◽

Vol 43 (1) ◽

pp. 48 ◽

Cited By ~ 2

Author(s):

James L. Kepner ◽

James D. Harper ◽

Sandra Z. Keith

Keyword(s):

Orthant Probability

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A note on the orthant probability of the elliptically contoured distribution

Communication in Statistics- Theory and Methods ◽

10.1080/03610929208830769 ◽

1992 ◽

Vol 21 (1) ◽

pp. 161-167 ◽

Cited By ~ 2

Author(s):

Kentaro Nomakuchi ◽

Ning-Zhong Shi

Keyword(s):

Elliptically Contoured Distribution ◽

Orthant Probability ◽

Elliptically Contoured

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A general reduction method for n–variate normal orthant probability

Communication in Statistics- Theory and Methods ◽

10.1080/03610928808829845 ◽

1988 ◽

Vol 17 (11) ◽

pp. 3913-3921 ◽

Cited By ~ 18

Author(s):

Hong–Jie Sun

Keyword(s):

Reduction Method ◽

Orthant Probability ◽

General Reduction

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A Note on Evaluating a Certain Orthant Probability

The American Statistician ◽

10.1080/00031305.1989.10475611 ◽

1989 ◽

Vol 43 (1) ◽

pp. 48-49 ◽

Cited By ~ 2

Author(s):

James L. Kepner ◽

Sandra Z. Keith ◽

James D. Harper

Keyword(s):

Orthant Probability

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ON METHOD OF COMPUTING SINGULAR ORTHANT PROBABILITY AND ITS APPLICATION

Memoirs of the Faculty of Science Kyushu University Series A Mathematics ◽

10.2206/kyushumfs.30.7 ◽

1976 ◽

Vol 30 (1) ◽

pp. 7-13

Author(s):

Jae-Rong CHOI

Keyword(s):

Orthant Probability

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Orthant Probability-Based Correlation

Asymmetric Dependence in Finance ◽

10.1002/9781119288992.ch6 ◽

2018 ◽

pp. 133-151 ◽

Cited By ~ 1

Author(s):

Mark Lundin ◽

Stephen Satchell

Keyword(s):

Orthant Probability

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