Orthant probabilities of elliptical distributions from orthogonal projections to subspaces - Nomura, Noboru (Statistics and Computing, 2019)
Keywords: Artificial Intelligence; Computing time; Mathematics and Statistics; Normal distribution; Numerical integration; Probabilistic methods; Probability; Probability and Statistics in Computer Science; Statistical analysis; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Subspaces; Orthant probability; Recursive integration; Elliptical distribution; Polyhedral cone; Cumulative distribution function