Simulation of multivariate normal rectangle probabilities and their derivatives : theoretical and computational results
Vassilis Hajivassiliou ; Daniel McFadden ; Paul Ruud
| Year of publication: |
1996
|
|---|---|
| Authors: | Hajivassiliou, Vassilis Argyrou |
| Other Persons: | McFadden, Daniel (contributor) ; Ruud, Paul Arthur (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 72.1996, 1, p. 85-134
|
| Subject: | Simulation | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001198022