Computation of the Multivariate Normal Integral over a Complex Subspace

Kartlos Joseph Kachiashvili; Muntazim Abbas Hashmi

doi:10.4236/am.2012.35074

Computation of the Multivariate Normal Integral over a Complex Subspace

Applied Mathematics ◽

10.4236/am.2012.35074 ◽

2012 ◽

Vol 03 (05) ◽

pp. 489-498

Author(s):

Kartlos Joseph Kachiashvili ◽

Muntazim Abbas Hashmi

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Integral

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Approximations to the multivariate normal integral

Communications in Statistics - Simulation and Computation ◽

10.1080/03610919008812873 ◽

1990 ◽

Vol 19 (2) ◽

pp. 527-534 ◽

Cited By ~ 6

Author(s):

Zvi Drezner

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Integral

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Computation of the multivariate normal integral

ACM Transactions on Mathematical Software ◽

10.1145/138351.138375 ◽

1992 ◽

Vol 18 (4) ◽

pp. 470-480 ◽

Cited By ~ 40

Author(s):

Zvi Drezner

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Integral

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On the application of the method of Das in evaluating a multivariate normal integral

Biometrika ◽

10.1093/biomet/57.3.657 ◽

1970 ◽

Vol 57 (3) ◽

pp. 657-660 ◽

Cited By ~ 4

Author(s):

J. T. WEBSTER

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Integral

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Experimental comparison of Monte-Carlo sampling techniques to evaluate the multivariate normal integral.

PsycEXTRA Dataset ◽

10.1037/e404472004-001 ◽

1969 ◽

Author(s):

Elizabeth N. Abbe

Keyword(s):

Monte Carlo ◽

Monte Carlo Sampling ◽

Experimental Comparison ◽

Sampling Techniques ◽

Multivariate Normal ◽

Multivariate Normal Integral

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A Note on the Evaluation of the Multivariate Normal Integral

Biometrika ◽

10.2307/2333365 ◽

1953 ◽

Vol 40 (3/4) ◽

pp. 458 ◽

Cited By ~ 1

Author(s):

F. N. David

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Integral

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Reduction of the Multivariate Normal Integral to Characteristic Form

Biometrika ◽

10.2307/2333872 ◽

1967 ◽

Vol 54 (1/2) ◽

pp. 293 ◽

Cited By ~ 1

Author(s):

Donald R. Childs

Keyword(s):

Characteristic Form ◽

Multivariate Normal ◽

Multivariate Normal Integral

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URN Models of Correlation and a Comparison with the Multivariate Normal Integral

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177728492 ◽

1955 ◽

Vol 26 (3) ◽

pp. 478-489 ◽

Cited By ~ 9

Author(s):

J. A. McFadden

Keyword(s):

Urn Models ◽

Multivariate Normal ◽

Multivariate Normal Integral

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EVALUATING THE MULTIVARIATE NORMAL INTEGRAL OVER A RECTANGULAR REGION WHEN THE CORRELATION MATRIX HAS ONLY ONE COMMON FACTOR

ETS Research Bulletin Series ◽

10.1002/j.2333-8504.1957.tb00271.x ◽

1957 ◽

Vol 1957 (2) ◽

pp. i-2

Author(s):

Frederic M. Lord

Keyword(s):

Correlation Matrix ◽

Common Factor ◽

Rectangular Region ◽

Multivariate Normal ◽

Multivariate Normal Integral

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Approximation to multivariate normal integral and its application in time-dependent reliability analysis

Structural Safety ◽

10.1016/j.strusafe.2020.102008 ◽

2021 ◽

Vol 88 ◽

pp. 102008

Author(s):

Xinpeng Wei ◽

Daoru Han ◽

Xiaoping Du

Keyword(s):

Reliability Analysis ◽

Time Dependent ◽

Multivariate Normal ◽

Multivariate Normal Integral

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An Approximation to the Multivariate Normal Integral: Its Application to Multifactorial Qualitative Traits

Biometrics ◽

10.2307/2530347 ◽

1979 ◽

Vol 35 (2) ◽

pp. 451 ◽

Cited By ~ 32

Author(s):

J. Rice ◽

T. Reich ◽

C. R. Cloninger ◽

R. Wette

Keyword(s):

Multivariate Normal ◽

Qualitative Traits ◽

Multivariate Normal Integral

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