-
- BEG 91
-
Berntsen, J., Espelid, T.O. and Genz, A. (1991)
'Algorithm 698: DCUHRE-An Adaptive Multidimensional Integration Routine for a Vector of Integrals',
ACM Transactions on Mathematical Software 17, pp. 452-456.
- CW 91
-
Cox, D. R. and Wermuth, N. (1991)
`A Simple Approximation for Bivariate and Trivariate Normal Integrals',
International Statistical Review 59, pp. 263-269.
- DON 73
-
Donnelly, T. G. (1973)
`Algorithm 462: Bivariate Normal Distribution',
Communications of the ACM 16, p. 638.
- DW 90
-
Drezner, Z. and Wesolowsky, G. O. (1990)
`On the Computation of the Bivariate Normal Integral',
Journal of Statistical Computation and Simulation 35, pp. 101-107.
- MO 94
-
Marsaglia, G. and Olkin, I. (1984)
`Generating Correlation Matrices',
SIAM Journal of Scientific and Statistical Computing
5, pp. 470-475.
- SCHRV 84
-
Schervish, M. (1984)
`Multivariate Normal Probabilities with Error Bound',
Applied Statistics 33, pp. 81-87.
- TONG 90
-
Tong, Y. L. (1990)
The Multivariate Normal Distribution,
Springer-Verlag, New York.
2004-11-30