AS 195
Algorithm AS 195: Multivariate normal probabilities with error bound.
Keywords for this software
References in zbMATH (referenced in 97 articles , 1 standard article )
Showing results 1 to 20 of 97.
Sorted by year (- Genz, Alan; Trinh, Giang: Numerical computation of multivariate normal probabilities using bivariate conditioning (2016)
- Trinh, Giang; Genz, Alan: Bivariate conditioning approximations for multivariate normal probabilities (2015)
- Nikoloulopoulos, Aristidis K.: On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood (2013)
- Nikoloulopoulos, Aristidis K.: Copula-based models for multivariate discrete response data (2013)
- Hayter, A. J.; Lin, Yueqiong: The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (2012)
- Katsikatsou, Myrsini; Moustaki, Irini; Yang-Wallentin, Fan; Jöreskog, Karl G.: Pairwise likelihood estimation for factor analysis models with ordinal data (2012)
- Phinikettos, Ioannis; Gandy, Axel: Fast computation of high-dimensional multivariate normal probabilities (2011)
- Garnier, Josselin; Omrane, Abdennebi; Rouchdy, Youssef: Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations (2009)
- Nikoloulopoulos, Aristidis K.; Karlis, Dimitris: Finite normal mixture copulas for multivariate discrete data modeling (2009)
- Genz, Alan: MCQMC methods for multivariate statistical distributions (2008)
- Lynch, Scott M.: Introduction to applied Bayesian statistics and estimation for social scientists. (2007)
- Brodtkorb, Per A.: Evaluating nearly singular multinormal expectations with application to wave distributions (2006)
- Jan, Show-Li: Step contrasts for identifying the minimum effective dose (2005)
- Leroux, Brian G.; Mancl, Lloyd A.; DeRouen, Timothy A.: Group sequential testing in dental clinical trials with longitudinal data on multiple outcome variables (2005)
- Zhao, Yanli; Grambsch, Patricia M.; Neaton, James D.: Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria (2005)
- Sapariuc, I.; Marcozzi, M. D.; Flaherty, J. E.: A numerical analysis of variational valuation techniques for derivative securities (2004)
- Choi, S.; Marcozzi, M. D.: The valuation of foreign currency options under stochastic interest rates (2003)
- Kim, KyungMann; Tsiatis, Anastasios A.; Mehta, Cyrus R.: Computational issues in information-based group sequential clinical trials (2003)
- Cerutti, Bernard; Zoubeidi, Toufik; Reboussin, David M.: Adaptive group sequential procedures for multiple comparison of treatments. (2002)
- Fu, James C.; Wang, Liqun: A random-discretization based Monte Carlo sampling method and its applications (2002)