ASYMPTOTIC APPROXIMATIONS FOR MULTIVARIATE INTEGRALS WITH AN APPLICATION TO MULTINORMAL PROBABILITIES

被引：31

作者：

BREITUNG, K ^{[1
]}

HOHENBICHLER, M ^{[1
]}

机构：

[1] TECH UNIV MUNICH,D-8000 MUNICH 2,FED REP GER

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1989年 / 30卷 / 01期

关键词：

D O I：

10.1016/0047-259X(89)90089-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：80 / 97

页数：18

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