Orthant probabilities of elliptical distributions from orthogonal projections to subspaces |
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Authors: | Nomura Noboru |
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Institution: | 1.Faculty of Science and Technology, Kochi University, Akebono-cho, Kochi, 780-8520, Japan ; |
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Abstract: | Statistics and Computing - A new procedure is proposed for evaluating non-centred orthant probabilities of elliptical distributed vectors, which is the probabilities that all elements of a vector... |
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