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Journal articles

Computation of the Quadrivariate and Pentavariate normal cumulative distribution functions

Tristan Guillaume 1 
1 THEMA - Théorie économique, modélisation et applications
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Submitted on : Tuesday, October 27, 2020 - 2:38:54 PM
Last modification on : Wednesday, November 3, 2021 - 9:08:53 AM

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CNRS | UNIV-CERGY | THEMA-UMR8184 | CY-TECH-SM

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Tristan Guillaume. Computation of the Quadrivariate and Pentavariate normal cumulative distribution functions. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2017, pp.1-13. ⟨10.1080/03610918.2017.1295151⟩. ⟨hal-02980368⟩

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