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research article

Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation

Azzimonti, Dario
•
Ginsbourger, David
2017
Journal of Computational and Graphical Statistics
Type
research article
DOI
10.1080/10618600.2017.1360781
Authors
Azzimonti, Dario
•
Ginsbourger, David
Publication date

2017

Published in
Journal of Computational and Graphical Statistics
Volume

27

Issue

2

Start page

255

End page

267

URL

URL

http://amstat.tandfonline.com/doi/abs/10.1080/10618600.2017.1360781#.We8WLXaxWpo
Peer reviewed

REVIEWED

EPFL units
LIDIAP 
Available on Infoscience
November 19, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/142204