Alan Genz

Alan Genz

Washington State University Pullman - Pullman / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1321973
Washington State University
person_outline Alan Genz's MOST POPULAR ARTICLES
1-) Numerical computation of multivariate normal probabilities using bivariate conditioningA Genz, G TrinhMonte Carlo and Quasi-Monte Carlo Methods, 289-302, 20161521*2016
2-) Computation of multivariate normal and t probabilitiesA Genz, F BretzSpringer Science & Business Media, 20099772009
3-) mvtnorm: Multivariate Normal and t DistributionsA Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, T HothornR package version 0.9-2, URL http://CRAN. R-project. org/package= mvtnorm, 20086802008
4-) Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular regionAC Genz, AA MalikJournal of Computational and Applied mathematics 6 (4), 295-302, 19804141980
5-) An adaptive algorithm for the approximate calculation of multiple integralsJ Berntsen, TO Espelid, A GenzACM Transactions on Mathematical Software (TOMS) 17 (4), 437-451, 19914081991