FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2949703246> ?p ?o ?g. }

• W2949703246 endingPage "836" @default.
• W2949703246 startingPage "817" @default.
• W2949703246 abstract "The calculation of multivariate normal probabilities is of great importance in many statistical and economic applications. In this paper we propose a spherical Monte Carlo method with both theoretical analysis and numerical simulation. We start by writing the multivariate normal probability via an inner radial integral and an outer spherical integral using the spherical transformation. For the outer spherical integral, we apply an integration rule by randomly rotating a predetermined set of well-located points. To find the desired set, we derive an upper bound for the variance of the Monte Carlo estimator and propose a set which is related to the kissing number problem in sphere packings. For the inner radial integral, we employ the idea of antithetic variates and identify certain conditions so that variance reduction is guaranteed. Extensive Monte Carlo simulations on some probabilities confirm these claims." @default.
• W2949703246 created "2019-06-27" @default.
• W2949703246 creator A5010778070 @default.
• W2949703246 creator A5032872987 @default.
• W2949703246 creator A5061676643 @default.
• W2949703246 date "2015-09-01" @default.
• W2949703246 modified "2023-10-18" @default.
• W2949703246 title "On spherical Monte Carlo simulations for multivariate normal probabilities" @default.
• W2949703246 cites W1536391780 @default.
• W2949703246 cites W1664751680 @default.
• W2949703246 cites W1891298814 @default.
• W2949703246 cites W1969682141 @default.
• W2949703246 cites W199141222 @default.
• W2949703246 cites W1994828281 @default.
• W2949703246 cites W2009916079 @default.
• W2949703246 cites W2034107358 @default.
• W2949703246 cites W2073277625 @default.
• W2949703246 cites W2074423218 @default.
• W2949703246 cites W2080988443 @default.
• W2949703246 cites W2086351984 @default.
• W2949703246 cites W2117482184 @default.
• W2949703246 cites W2150458450 @default.
• W2949703246 cites W2150991310 @default.
• W2949703246 cites W4211042066 @default.
• W2949703246 cites W4238205818 @default.
• W2949703246 cites W4254765132 @default.
• W2949703246 cites W4292408570 @default.
• W2949703246 doi "https://doi.org/10.1239/aap/1444308883" @default.
• W2949703246 hasPublicationYear "2015" @default.
• W2949703246 type Work @default.
• W2949703246 sameAs 2949703246 @default.
• W2949703246 citedByCount "2" @default.
• W2949703246 countsByYear W29497032462018 @default.
• W2949703246 countsByYear W29497032462019 @default.
• W2949703246 crossrefType "journal-article" @default.
• W2949703246 hasAuthorship W2949703246A5010778070 @default.
• W2949703246 hasAuthorship W2949703246A5032872987 @default.
• W2949703246 hasAuthorship W2949703246A5061676643 @default.
• W2949703246 hasBestOaLocation W29497032462 @default.
• W2949703246 hasConcept C104317684 @default.
• W2949703246 hasConcept C105795698 @default.
• W2949703246 hasConcept C111350023 @default.
• W2949703246 hasConcept C121332964 @default.
• W2949703246 hasConcept C121683094 @default.
• W2949703246 hasConcept C121864883 @default.
• W2949703246 hasConcept C13153151 @default.
• W2949703246 hasConcept C132725507 @default.
• W2949703246 hasConcept C161584116 @default.
• W2949703246 hasConcept C177264268 @default.
• W2949703246 hasConcept C177384507 @default.
• W2949703246 hasConcept C185429906 @default.
• W2949703246 hasConcept C185592680 @default.
• W2949703246 hasConcept C19499675 @default.
• W2949703246 hasConcept C199360897 @default.
• W2949703246 hasConcept C204241405 @default.
• W2949703246 hasConcept C28826006 @default.
• W2949703246 hasConcept C33923547 @default.
• W2949703246 hasConcept C41008148 @default.
• W2949703246 hasConcept C55493867 @default.
• W2949703246 hasConcept C62644790 @default.
• W2949703246 hasConcept C63320529 @default.
• W2949703246 hasConceptScore W2949703246C104317684 @default.
• W2949703246 hasConceptScore W2949703246C105795698 @default.
• W2949703246 hasConceptScore W2949703246C111350023 @default.
• W2949703246 hasConceptScore W2949703246C121332964 @default.
• W2949703246 hasConceptScore W2949703246C121683094 @default.
• W2949703246 hasConceptScore W2949703246C121864883 @default.
• W2949703246 hasConceptScore W2949703246C13153151 @default.
• W2949703246 hasConceptScore W2949703246C132725507 @default.
• W2949703246 hasConceptScore W2949703246C161584116 @default.
• W2949703246 hasConceptScore W2949703246C177264268 @default.
• W2949703246 hasConceptScore W2949703246C177384507 @default.
• W2949703246 hasConceptScore W2949703246C185429906 @default.
• W2949703246 hasConceptScore W2949703246C185592680 @default.
• W2949703246 hasConceptScore W2949703246C19499675 @default.
• W2949703246 hasConceptScore W2949703246C199360897 @default.
• W2949703246 hasConceptScore W2949703246C204241405 @default.
• W2949703246 hasConceptScore W2949703246C28826006 @default.
• W2949703246 hasConceptScore W2949703246C33923547 @default.
• W2949703246 hasConceptScore W2949703246C41008148 @default.
• W2949703246 hasConceptScore W2949703246C55493867 @default.
• W2949703246 hasConceptScore W2949703246C62644790 @default.
• W2949703246 hasConceptScore W2949703246C63320529 @default.
• W2949703246 hasIssue "3" @default.
• W2949703246 hasLocation W29497032461 @default.
• W2949703246 hasLocation W29497032462 @default.
• W2949703246 hasOpenAccess W2949703246 @default.
• W2949703246 hasPrimaryLocation W29497032461 @default.
• W2949703246 hasRelatedWork W1592208634 @default.
• W2949703246 hasRelatedWork W1979154598 @default.
• W2949703246 hasRelatedWork W1994596455 @default.
• W2949703246 hasRelatedWork W2081241186 @default.
• W2949703246 hasRelatedWork W2153934880 @default.
• W2949703246 hasRelatedWork W2155294049 @default.
• W2949703246 hasRelatedWork W2379953892 @default.
• W2949703246 hasRelatedWork W2527992762 @default.
• W2949703246 hasRelatedWork W2883727740 @default.
• W2949703246 hasRelatedWork W2949703246 @default.

• next