Citations (35)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (1)
András Prékopa & Tamás Szántai. (2010) On the analytical–numerical valuation of the Bermudan and American options. Quantitative Finance 10:1, pages 59-74.
Read now
Read now
Articles from other publishers (34)
Hassan Maatouk, Xavier Bay & Didier Rullière. (2022) A note on simulating hyperplane-truncated multivariate normal distributions. Statistics & Probability Letters 191, pages 109650.
Crossref
Crossref
Hang Yu, Dajun Lian, Guodong Chen, Wei Zhao & Tianjun Liu. (2022) Efficiency evaluations of statistical decision probabilities with multiple alternative hypotheses for quality control. GPS Solutions 26:2.
Crossref
Crossref
Erik Hintz, Marius Hofert & Christiane Lemieux. (2021) Normal variance mixtures: Distribution, density and parameter estimation. Computational Statistics & Data Analysis 157, pages 107175.
Crossref
Crossref
Eugene Bang, Carl Milner & Christophe Macabiau. (2020) Cross-correlation effect of ARAIM test statistic on false alarm risk. GPS Solutions 24:4.
Crossref
Crossref
Jietao Xie & Juan Wu. (2020) Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence. INFORMS Journal on Computing 32:1, pages 164-171.
Crossref
Crossref
Georg Lindgren. (2019) Gaussian Integrals and Rice Series in Crossing Distributions—to Compute the Distribution of Maxima and Other Features of Gaussian Processes. Statistical Science 34:1.
Crossref
Crossref
M W Wheeler, D B Dunson & A H Herring. (2017) Bayesian local extremum splines. Biometrika 104:4, pages 939-952.
Crossref
Crossref
Luis R. Izquierdo, Segismundo S. Izquierdo, José M. Galán & José I. Santos. 2017. Simulating Social Complexity. Simulating Social Complexity
293
330
.
Florin Burcea, Husni Habal & Helmut E. Graeb. (2016) A New Chessboard Placement and Sizing Method for Capacitors in a Charge-Scaling DAC by Worst-Case Analysis of Nonlinearity. IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems 35:9, pages 1397-1410.
Crossref
Crossref
Álvaro Costa, Eduardo Iáñez, Andrés Úbeda, Enrique Hortal, Antonio J. Del-Ama, Ángel Gil-Agudo & José M. Azorín. (2016) Decoding the Attentional Demands of Gait through EEG Gamma Band Features. PLOS ONE 11:4, pages e0154136.
Crossref
Crossref
Aleksander Wieczorek & Roman Słowiński. (2014) Generating a set of association and decision rules with statistically representative support and anti-support. Information Sciences 277, pages 56-70.
Crossref
Crossref
Jean-Marc Azaïs & Alan Genz. (2012) Computation of the Distribution of the Maximum of Stationary Gaussian Processes. Methodology and Computing in Applied Probability 15:4, pages 969-985.
Crossref
Crossref
Adrian Thillard, Emmanuel Prouff & Thomas Roche. 2013. Cryptographic Hardware and Embedded Systems - CHES 2013. Cryptographic Hardware and Embedded Systems - CHES 2013
21
36
.
Luis R. Izquierdo, Segismundo S. Izquierdo, José M. Galán & José I. Santos. 2013. Simulating Social Complexity. Simulating Social Complexity
235
271
.
René Henrion & Andris Möller. (2012) A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution. Mathematics of Operations Research 37:3, pages 475-488.
Crossref
Crossref
Xiao Sun, Xiaoming Li & Joshua Chen. (2012) Comments on ‘Sample size for equivalence trials: a case study from a vaccine lot consistency trial’ by J. Ganju, A. Izu and A. Anemona. Statistics in Medicine 31:15, pages 1652-1653.
Crossref
Crossref
Samsiddhi Bhattacharjee, Preetha Rajaraman, Kevin?B. Jacobs, William?A. Wheeler, Beatrice?S. Melin, Patricia Hartge, Meredith Yeager, Charles?C. Chung, Stephen?J. Chanock & Nilanjan Chatterjee. (2012) A Subset-Based Approach Improves Power and Interpretation for the Combined Analysis of Genetic Association Studies of Heterogeneous Traits. The American Journal of Human Genetics 90:5, pages 821-835.
Crossref
Crossref
Alexander G. Schwing, Christopher Zach, Yefeng Zheng & Marc Pollefeys. (2011) Adaptive random forest — How many “experts” to ask before making a decision?. Adaptive random forest — How many “experts” to ask before making a decision?.
Stephen J. Terry & Edward S. KnotekIIII. (2011) Markov-chain approximations of vector autoregressions: Application of general multivariate-normal integration techniques. Economics Letters 110:1, pages 4-6.
Crossref
Crossref
S. W. HUMAN & S. CHAKRABORTI. (2011) A UNIFIED APPROACH FOR SHEWHART-TYPE PHASE I CONTROL CHARTS FOR THE MEAN. International Journal of Reliability, Quality and Safety Engineering 17:03, pages 199-208.
Crossref
Crossref
Jesse Stombaugh, Craig L. Zirbel, Eric Westhof & Neocles B. Leontis. (2009) Frequency and isostericity of RNA base pairs. Nucleic Acids Research 37:7, pages 2294-2312.
Crossref
Crossref
Lars Blackmore, Stanislav Funiak & Brian C. Williams. (2008) A combined stochastic and greedy hybrid estimation capability for concurrent hybrid models with autonomous mode transitions. Robotics and Autonomous Systems 56:2, pages 105-129.
Crossref
Crossref
Alan Genz. 2008. Monte Carlo and Quasi-Monte Carlo Methods 2006. Monte Carlo and Quasi-Monte Carlo Methods 2006
35
52
.
Z. Zhang, S.W. Cheung & T.I. Yuk. (2007) Exact Evaluation of Block-Error Rate Using Correct Probability for Space-Time Codes. Exact Evaluation of Block-Error Rate Using Correct Probability for Space-Time Codes.
Akira Wakana, Isao Yoshimura & Chikuma Hamada. (2006) A method for therapeutic dose selection in a phase II clinical trial using contrast statistics. Statistics in Medicine 26:3, pages 498-511.
Crossref
Crossref
Per A. Brodtkorb. (2006) Evaluating Nearly Singular Multinormal Expectations with Application to Wave Distributions. Methodology and Computing in Applied Probability 8:1, pages 65-91.
Crossref
Crossref
Balakrishna Hosmane & Charles Locke. (2005) A Simulation Study of Power in Thorough QT/QTc Studies and a Normal Approximation for Planning Purposes. Drug Information Journal 39:4, pages 447-455.
Crossref
Crossref
Phaedon-Stelios KoutsourelakisGeorge Deodatis. (2005) Simulation of Binary Random Fields with Applications to Two-Phase Random Media. Journal of Engineering Mechanics 131:4, pages 397-412.
Crossref
Crossref
Berthold Lausen, Torsten Hothorn, Frank Bretz & Martin Schumacher. (2004) Assessment of Optimal Selected Prognostic Factors. Biometrical Journal 46:3, pages 364-374.
Crossref
Crossref
Thierry Post. (2003) Empirical Tests for Stochastic Dominance Efficiency. The Journal of Finance 58:5, pages 1905-1931.
Crossref
Crossref
Frank Bretz, Alan Genz & Ludwig A. Hothorn. (2001) On the Numerical Availability of Multiple Comparison Procedures. Biometrical Journal 43:5, pages 645-656.
Crossref
Crossref
Markus Neuhäuser & Frank Bretz. (2001) Nonparametric All-Pairs Multiple Comparisons. Biometrical Journal 43:5, pages 571-580.
Crossref
Crossref
Saurabh Bansal & James Dyer. (2012) Solution to a Class of Two-stage Stochastic Programs with Multivariate Normal Uncertainty. SSRN Electronic Journal.
Crossref
Crossref
Edward S. Knotek & Stephen Terry. (2008) Markov-Chain Approximations of Vector Autoregressions: Application of General Multivariate-Normal Integration Techniques. SSRN Electronic Journal.
Crossref
Crossref