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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.
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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Header DbId: aci
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An: 135821930
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        Value: 10.1007/s11222-018-9825-3
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        Text: English
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              Text: May2019
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