IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
| Year of publication: |
2002
|
|---|---|
| Authors: | Lu, Zeng-Hua ; King, Maxwell |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 21.2002, 2, p. 149-166
|