Fast and Accurate Calculation of Owen's T Function

Mike Patefield

Journal of Statistical Software, 2000, vol. 005, issue i05

Abstract: See paper for mathematical introduction.

Date: 2000-07-07
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:005:i05

DOI: 10.18637/jss.v005.i05

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