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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/105245
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dc.titleNumerical evaluation of singular multivariate normal distributions
dc.contributor.authorGenz, A.
dc.contributor.authorKwong, K.-S.
dc.date.accessioned2014-10-28T05:13:31Z
dc.date.available2014-10-28T05:13:31Z
dc.date.issued2000
dc.identifier.citationGenz, A.,Kwong, K.-S. (2000). Numerical evaluation of singular multivariate normal distributions. Journal of Statistical Computation and Simulation 68 (1) : 1-21. ScholarBank@NUS Repository.
dc.identifier.issn00949655
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105245
dc.description.abstractWe present an efficient and accurate method to evaluate multivariate normal probabilities with arbitrary singular correlation matrices. The new method is applied to the construction of simultaneous confidence intervals and simultaneous all pairwise confidence intervals for multinomial proportions when the sample size is sufficiently large.
dc.sourceScopus
dc.subjectMultivariate normal
dc.subjectNumerical integration
dc.subjectSingular distribution
dc.subjectStatistical computation
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleJournal of Statistical Computation and Simulation
dc.description.volume68
dc.description.issue1
dc.description.page1-21
dc.identifier.isiutNOT_IN_WOS
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