The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Computing Multivariate Normal Probabilities: A New Look
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“Extensive comparisons amongst the numerous proposals in the literature (Genz and Bretz, 2009;Gassmann et al., 2002;Genz and Bretz, 2002) indicate the method of Genz (1992) is the most accurate across a wide range of test problems of medium and large dimensions.”
From The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (2017) · cites this paper as Gassmann et al., 2002
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Citations
Cites
Numerical Computation of Multivariate Normal Probabilities
Genz, A. (1992) · Journal of Computational and Graphical Statistics · doi:10.1080/10618600.1992.10477010 · Cited by 1,020
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Cited by
Numerical computation of rectangular bivariate and trivariate normal and t probabilities
Genz, A. (2004) · Statistics and Computing · doi:10.1023/b:stco.0000035304.20635.31 · Cited by 283
The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
Botev, Z. I. (2017) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/rssb.12162 · Cited by 247
Multivariate Normal Probabilities: Implementing an Old Idea of Plackett's
Gassmann, H. I. (2003) · Journal of Computational and Graphical Statistics · doi:10.1198/1061860032283 · Cited by 11
Self-citation
Metadata
- Authors
- Gassmann, H. I., Deák, I., & Szántai, T.
- Venue
- Journal of Computational and Graphical Statistics
- Publisher
- Informa UK Limited
- Published
- 2002-12
- Volume
- 11
- Issue
- 4
- Pages
- 920-949
- ISSN
- 1061-8600
- 1537-2715
- Cited by
- 34
- References
- 1
- Language
- en
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- CoChat. (2026). Citation check: Computing Multivariate Normal Probabilities: A New Look. https://app.cochat.ai/papers/10.1198/106186002385
- The paper
- Gassmann, H. I., Deák, I., & Szántai, T. (2002). Computing Multivariate Normal Probabilities: A New Look. Journal of Computational and Graphical Statistics. https://doi.org/10.1198/106186002385
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
