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Linear regression estimators for multinormal distributions in optimization of stochastic programming problems

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  • Deak, Istvan

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  • Deak, Istvan, 1998. "Linear regression estimators for multinormal distributions in optimization of stochastic programming problems," European Journal of Operational Research, Elsevier, vol. 111(3), pages 555-568, December.
    • Handle: RePEc:eee:ejores:v:111:y:1998:i:3:p:555-568
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    References listed on IDEAS

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    1. Breslaw, Jon A, 1994. "Evaluation of Multivariate Normal Probability Integrals Using a Low Variance Simulator," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 673-682, November.
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