Journal article
Numerical integration rules for multivariate inversions
- Abstract:
- Working from a known characteristic function, integration rules for the computation of the multivariate distribution function are derived. Procedures for the automatic selection of step sizes are one particular strength of the proposed method. Examples of the use of the procedure are given.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Authors
Bibliographic Details
- Publisher:
- Taylor and Francis Publisher's website
- Journal:
- Journal of statistical computation and simulation Journal website
- Volume:
- 39
- Issue:
- 1-2
- Pages:
- 37-46
- Publication date:
- 1991-05-01
- DOI:
- EISSN:
-
1563-5163
- ISSN:
-
0094-9655
Item Description
- Language:
- English
- Keywords:
- Subjects:
- UUID:
-
uuid:05823c5d-52bc-45a7-b058-dde6bb243a16
- Local pid:
- ora:2270
- Deposit date:
- 2008-08-12
Related Items
Terms of use
- Copyright holder:
- Taylor and Francis
- Copyright date:
- 1991
- Notes:
- The full-text of this article is not currently available in ORA. Citation: Shephard, N. (1991). 'Numerical integration rules for multivariate inversions', Journal of Statistical Computation and Simulation, 39(1 & 2), 37-46. [Available at http://www.informaworld.com/smpp/title~content=t713650378~db=all].
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