NDLI: A new reconstruction of multivariate normal orthant probabilities

Content Provider	Scilit
Author	Craig, Peter
Copyright Year	2007
Description	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Ending Page	243
Starting Page	227
ISSN	2573508X
e-ISSN	14679868
DOI	10.1111/j.1467-9868.2007.00625.x
Journal	Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Issue Number	1
Volume Number	70
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2007-11-02
Access Restriction	Open
Subject Keyword	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology) Mathematical Social Sciences Cumulative Distribution Function Fractional Fast Fourier Transform Multivariate Normal Distribution Multivariate Probit Model Orthant Probabilities Polyhedral Cones
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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A new reconstruction of multivariate normal orthant probabilities