"Numerical Computation of Multivariate Normal Probabilities Using Bivariate ..."

Alan Genz, Giang Trinh (2014)

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DOI: 10.1007/978-3-319-33507-0_13

access: closed

type: Conference or Workshop Paper

metadata version: 2019-07-05

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Alan Genz, Giang Trinh:
Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning. MCQMC 2014: 289-302

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