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Orthant probabilities of elliptical distributions from orthogonal projections to subspaces
Authors:Nomura  Noboru
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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