Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results
Vassilis Argyrou Hajivassiliou (),
Daniel L. McFadden and
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Paul Ruud: Yale University
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Journal Article: Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results (1996)
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Persistent link: http://EconPapers.repec.org/RePEc:wop:yaluwp:_024
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