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1603.04166
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The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
14 March 2016
Z. Botev
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ArXiv (abs)
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Papers citing
"The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting"
1 / 51 papers shown
Title
Fast Simulation of Hyperplane-Truncated Multivariate Normal Distributions
Yulai Cong
Bo Chen
Mingyuan Zhou
82
47
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16 Jul 2016
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