Genz and Mendell-Elston Estimation of the High-Dimensional Multivariate Normal Distribution
Statistical analysis of multinomial data in complex datasets often requires estimation of the multivariate normal (<span style="font-variant: small-caps;">mvn</span>) distribution for models in which the dimensionality can easily reach 10–1000 and higher. Few algorithms for est...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-10-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/14/10/296 |