Estimating orthant probabilities of high dimensional...

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Journal of Computational and Graphical Statistics 2017 / 08

Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation

Azzimonti, Dario, Ginsbourger, David
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Language:
english
Journal:
Journal of Computational and Graphical Statistics
DOI:
10.1080/10618600.2017.1360781
Date:
August, 2017
File:
PDF, 1.01 MB
english, 2017
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