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Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities.

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Title: Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities.
Authors: Cao, Jian1, jian.cao@kaust.edu.sa, Genton, Marc G.1, Keyes, David E.1, Turkiyyah, George M.2
Source: Statistics & Computing; Jan2021, Vol. 31 Issue 1, p1-11, 11p
Database: Applied Science & Technology Source
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Header DbId: aci
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An: 148098488
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        Value: 10.1007/s11222-020-09978-y
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      – Code: eng
        Text: English
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      – TitleFull: Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities.
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            NameFull: Genton, Marc G.
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            NameFull: Keyes, David E.
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              Text: Jan2021
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              Y: 2021
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