Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
By: by Lorenzo Cappellari, Stephen P. Jenkins
Series: ISER working paper -- 2006-16; ISER working paper (University of Essex. Institute for Social and Economic Research) -- 2006-16
Publisher: Institute for Social and Economic Research
Published: 2006
Place of publication: Colchester
Language: eng
Number of pages: 26
Subjects: Probabilities; Multivariate analysis; Estimation theory; Computer programs