The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution
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- Tetsuhisa Miwa & A. J. Hayter & Satoshi Kuriki, 2003. "The evaluation of general non-centred orthant probabilities," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 223-234.
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KeywordsMultivariate normal distribution; Quadrivariate normal distribution; Numerical integration; Computational intensity; Orthant probability;
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