算法AS 251:具有乘积相关结构的多元正态概率积分

Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1989
被引 90 · 同刊同年前 8%
ABS 3
多元统计多元正态分布数值计算算法