AS 195 swMATH ID: 14058 Software Authors: Schervish, M. J. Description: Algorithm AS 195: Multivariate normal probabilities with error bound. Homepage: http://www.jstor.org/stable/2347670?seq=1#page_scan_tab_contents Related Software: QSIMVN; R; mvtnorm; AS 66; AS 6; AS 67; Orthants; weightedScores; mprobit; LISREL; Algorithm 462; AS 63; Groupseq; tmg; KrigInv; TOMS659; ggplot2; NUTS; sn; L-BFGS Cited in: 100 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Multivariate normal probabilities with error bound. Zbl 0547.65097Schervish, Mark J. 1984 all top 5 Cited by 139 Authors 6 Genz, Alan C. 4 DeMets, David L. 4 Lee, Sik-Yum 3 Chen, Yuhing 3 Drezner, Zvi 3 Kim, KyungMann 3 Lee, Jaewon 3 Lesaffre, Emmanuel M. E. H. 3 Lin, Danyu 3 Marcozzi, Michael D. 3 Nikoloulopoulos, Aristidis K. 3 Poon, Wai-Yin 3 Shi, Ningzhong 3 Verbeke, Geert N. 2 Bentler, Peter M. 2 Chan, Wai-Sum 2 Chen, T. Timothy 2 Cheung, Siu Hung 2 Chi, Yunchan 2 Cook, Richard John 2 Dunnett, Charles W. 2 Fung, Wing-Kam 2 Kwong, Koon-Shing 2 Lachin, John M. 2 Simon, Richard M. 2 Spiessens, Bart 2 Su, John Q. 2 Tamhane, Ajit C. 2 Trinh, Giang 2 Wei, Lee-Jen 2 Wu, Ka Ho 1 Alajaji, Fady 1 Azzimonti, Dario 1 Barnhart, Huiman X. 1 Böckenholt, Ulf 1 Bowman, Kimiko O. 1 Breslow, Norman E. 1 Bretz, Frank 1 Broadie, Mark N. 1 Brodtkorb, Per A. 1 Bukszár, József 1 Cao, Jian 1 Cartinhour, Jack 1 Case, L. Douglas 1 Cerutti, Bernard 1 Cox, David Roxbee 1 Dansie, B. R. 1 DeRouen, Timothy A. 1 Dobbins, Thomas W. 1 El Barmi, Hammou 1 Evans, Michael John 1 Farewell, Vern T. 1 Flaherty, Joseph E. 1 Fu, James C. 1 Gandy, Axel 1 Garnier, Josselin 1 Garrido, Izaskun 1 Geary, D. N. 1 Genton, Marc G. 1 Gilli, Manfred 1 Ginsbourger, David 1 Glasserman, Paul 1 Glaz, Joseph 1 Grambsch, Patricia M. 1 Grechanovsky, Eugene 1 Green, John W. 1 Hamilton, David C. 1 Hayter, Anthony J. 1 Hewett, John E. 1 Hodder, James E. 1 Iglewicz, Boris 1 Iyengar, Satish G. 1 Jan, Show-Li 1 Jennison, Christopher 1 Jiang, Wenxin 1 Joe, Harry 1 Jöreskog, Karl G. 1 Karlis, Dimitris 1 Katsikatsou, Myrsini 1 Keaney, K. M. 1 Këllezi, Evis 1 Kennedy, Marc C. 1 Kennedy, William J. jun. 1 Keyes, David Elliot 1 Kim, Mimi Y. 1 Kou, Shing-Gang 1 Kuai, Hongyan 1 Lawless, Jerald F. 1 Lee, Eric Wai Ming 1 Lee, Wei-Chun 1 Leroux, Brian G. 1 Lesperance, Mary L. 1 Leung, Kwan-Moon 1 Li, Yiqun 1 Lin, Yueqiong 1 Lynch, Scott M. 1 Mancl, Lloyd A. 1 Mehta, Cyrus R. 1 Molenberghs, Geert 1 Morgan, Timothy M. ...and 39 more Authors all top 5 Cited in 41 Serials 12 Communications in Statistics. Theory and Methods 8 Biometrics 8 Computational Statistics and Data Analysis 5 Biometrika 5 Journal of Statistical Planning and Inference 4 Communications in Statistics. Simulation and Computation 3 Journal of the American Statistical Association 3 Statistics & Probability Letters 2 Psychometrika 2 British Journal of Mathematical & Statistical Psychology 2 Sankhyā. Series B. Methodological 2 Journal of the Royal Statistical Society. Series C 2 Annals of Operations Research 2 European Journal of Operational Research 2 Journal of Statistical Computation and Simulation 2 Statistica Sinica 2 Methodology and Computing in Applied Probability 2 Statistical Methods in Medical Research 2 Statistics and Computing 1 Computers & Mathematics with Applications 1 IEEE Transactions on Information Theory 1 Mathematics of Computation 1 ACM Transactions on Mathematical Software 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 International Statistical Review 1 Journal of Soviet Mathematics 1 Memoirs of the Faculty of Science. Series A. Mathematics 1 Technometrics 1 SIAM Journal on Scientific and Statistical Computing 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Journal of the Japanese Society of Computational Statistics 1 Computational Statistics 1 SIAM Journal on Scientific Computing 1 Journal of Biopharmaceutical Statistics 1 INFORMS Journal on Computing 1 Finance and Stochastics 1 Journal of Applied Statistics 1 Journal of Computational and Graphical Statistics 1 Statistics for Social and Behavioral Sciences all top 5 Cited in 12 Fields 84 Statistics (62-XX) 29 Numerical analysis (65-XX) 10 Probability theory and stochastic processes (60-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Operations research, mathematical programming (90-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year