AS 195

Algorithm AS 195: Multivariate normal probabilities with error bound.

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References in zbMATH (referenced in 93 articles , 1 standard article )

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

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