Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results

Vassilis Argyrou Hajivassiliou (), Daniel L. McFadden and Paul Ruud
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Paul Ruud: Yale University

Working Papers from Yale University

Date: 1993-04
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Journal Article: Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results (1996)
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