A novel series expansion for the multivariate normal...

A novel series expansion for the multivariate normal probability integrals based on Fourier series

Fayed, Hatem A., Atiya, Amir F.
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Volume:
83
Language:
english
Journal:
Mathematics of Computation
DOI:
10.1090/S0025-5718-2014-02844-5
Date:
April, 2014
File:
PDF, 261 KB
english, 2014
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