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Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
Cao, Jian, Genton, Marc G., Keyes, David E., Turkiyyah, George M.Language:
english
Journal:
Statistics and Computing
DOI:
10.1007/s11222-018-9825-3
Date:
July, 2018
File:
PDF, 760 KB
english, 2018