THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS

Distributions in Statistics: Continuous Multivariate Distributions.

1973 • 1,622 citations

Copositive and completely positive quadratic forms

1963 • 156 citations

ON THE MOMENTS OF ORDER STATISTICS IN SAMPLES FROM NORMAL POPULATIONS

1954 • 115 citations

The numerical evaluation of a class of integrals

1956 • 35 citations

The use of the tetrachoric series for evaluating multivariate normal probabilities

1980 • 33 citations

Evaluation of the normal distribution function

1981 • 18 citations

A NEW EXPANSION FOR THE MULTIVARIATE NORMAL DISTRIBUTION1

1983 • 11 citations