Anceschi, Niccolò; Fasano, Augusto; Durante, Daniele; Zanella, Giacomo Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results. (English) Zbl 07707254 J. Am. Stat. Assoc. 118, No. 542, 1451-1469 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Huang, Jingfang; Cao, Jian; Fang, Fuhui; Genton, Marc G.; Keyes, David E.; Turkiyyah, George An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals. (English) Zbl 07400547 Adv. Comput. Math. 47, No. 5, Paper No. 65, 34 p. (2021). MSC: 03D20 34B27 62H10 65C60 65D30 65T40 × Cite Format Result Cite Review PDF Full Text: DOI
Nomura, Noboru Orthant probabilities of elliptical distributions from orthogonal projections to subspaces. (English) Zbl 1430.62039 Stat. Comput. 29, No. 2, 289-300 (2019). MSC: 62E15 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Evans, Steven N.; Rivest, Ronald L.; Stark, Philip B. Leading the field: fortune favors the bold in Thurstonian choice models. (English) Zbl 1441.62154 Bernoulli 25, No. 1, 26-46 (2019). MSC: 62H20 62G32 62P15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Genton, Marc G.; Keyes, David E.; Turkiyyah, George Hierarchical decompositions for the computation of high-dimensional multivariate normal probabilities. (English) Zbl 07498945 J. Comput. Graph. Stat. 27, No. 2, 268-277 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Azzimonti, Dario; Ginsbourger, David Estimating orthant probabilities of high-dimensional Gaussian vectors with an application to set estimation. (English) Zbl 07498944 J. Comput. Graph. Stat. 27, No. 2, 255-267 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Nomura, Noboru Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces. (English) Zbl 1342.60015 Stat. Comput. 26, No. 1-2, 187-197 (2016). MSC: 60E05 62E15 × Cite Format Result Cite Review PDF Full Text: DOI
Ridgway, James Computation of Gaussian orthant probabilities in high dimension. (English) Zbl 1505.62339 Stat. Comput. 26, No. 4, 899-916 (2016). MSC: 62-08 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Colombi, Roberto; Forcina, A. Testing order restrictions in contingency tables. (English) Zbl 1349.62231 Metrika 79, No. 1, 73-90 (2016). MSC: 62H17 62H15 62E20 62F30 60E15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nomura, Noboru Computation of multivariate normal probabilities with polar coordinate systems. (English) Zbl 1453.62166 J. Stat. Comput. Simulation 84, No. 3, 491-512 (2014). MSC: 62-08 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Moffa, Giusi; Kuipers, Jack Sequential Monte Carlo EM for multivariate probit models. (English) Zbl 1506.62131 Comput. Stat. Data Anal. 72, 252-272 (2014). MSC: 62-08 65C05 62F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cattelan, Manuela Models for paired comparison data: a review with emphasis on dependent data. (English) Zbl 1331.62368 Stat. Sci. 27, No. 3, 412-433 (2012). MSC: 62J15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Masarotto, Guido; Varin, Cristiano Gaussian copula marginal regression. (English) Zbl 1336.62152 Electron. J. Stat. 6, 1517-1549 (2012). MSC: 62H20 62J12 65C60 62H12 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Bellio, Ruggero; Grassetti, Luca Semiparametric stochastic frontier models for clustered data. (English) Zbl 1247.62114 Comput. Stat. Data Anal. 55, No. 1, 71-83 (2011). MSC: 62G08 62G05 65C05 62H30 × Cite Format Result Cite Review PDF Full Text: DOI
Craig, Peter A new reconstruction of multivariate normal orthant probabilities. (English) Zbl 05563352 J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 1, 227-243 (2008). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI