Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities.
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| Title: | Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. |
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| Authors: | Cao, Jian1, jian.cao@kaust.edu.sa, Genton, Marc G.1, marc.genton@kaust.edu.sa, Keyes, David E.1, david.keyes@kaust.edu.sa, Turkiyyah, George M.1, george.turkiyyah@kaust.edu.sa |
| Source: | Statistics & Computing; May2019, Vol. 29 Issue 3, p585-598, 14p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 09603174 |
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| DOI: | 10.1007/s11222-018-9825-3 |
