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"Exploiting low-rank covariance structures for computing high-dimensional ..."

Jian Cao et al. (2021)

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DOI: 10.1007/S11222-020-09978-Y

access: closed

type: Journal Article

metadata version: 2022-07-15

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Jian Cao, Marc G. Genton, David E. Keyes, George M. Turkiyyah:
Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities. Stat. Comput. 31(1): 2 (2021)

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