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.

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APA Style

Shephard, N. (1991). Numerical integration rules for multivariate inversions. Journal of Statistical Computation and Simulation, 39.

MLA Style

Shephard, N. “Numerical Integration Rules for Multivariate Inversions.” Journal of Statistical Computation and Simulation, vol. 39, Taylor and Francis, 1991.

Chicago Style

Shephard, N. 1991. “Numerical Integration Rules for Multivariate Inversions.” Journal of Statistical Computation and Simulation 39.
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Files:: pub2.pdf

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Publisher copy:: 10.1080/00949659108811337

Authors

+ Shephard, N More by this author

Role:: Author

Publisher:: Taylor and Francis
Journal:: Journal of statistical computation and simulation More from this journal
Volume:: 39
Publication date:: 1991-01-01
DOI:: 10.1080/00949659108811337
ISSN:: 0094-9655

Language:: English
UUID:: uuid:da00666a-4790-4666-a54c-b81fc6fc49cb
Local pid:: oai:economics.ouls.ox.ac.uk:13909
Deposit date:: 2011-08-16

Terms of use

Copyright date:: 1991

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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