Alan Genz
Alan Genz
Emeritus Professor of Mathematics, Washington State University
Verified email at wsu.edu - Homepage
Title
Cited by
Cited by
Year
Numerical computation of multivariate normal probabilities
A Genz
Journal of computational and graphical statistics 1 (2), 141-149, 1992
1460*1992
Computation of multivariate normal and t probabilities
A Genz, F Bretz
Springer Science & Business Media, 2009
8802009
Multivariate normal and t distributions
A Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, B Bornkamp, ...
http://cran. r-project. org/web/packages/mvtnorm/mvtnorm. pdf, 2014
6532014
Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
AC Genz, AA Malik
Journal of Computational and Applied mathematics 6 (4), 295-302, 1980
3671980
An adaptive algorithm for the approximate calculation of multiple integrals
J Berntsen, TO Espelid, A Genz
ACM Transactions on Mathematical Software (TOMS) 17 (4), 437-451, 1991
3571991
Numerical computation of rectangular bivariate and trivariate normal and t probabilities
A Genz
Statistics and Computing 14 (3), 251-260, 2004
3332004
Algorithm 698: DCUHRE: an adaptive multidemensional integration routine for a vector of integrals
J Berntsen, TO Espelid, A Genz
ACM Transactions on Mathematical Software (TOMS) 17 (4), 452-456, 1991
2451991
Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
A Genz, BD Keister
Journal of Computational and Applied Mathematics 71 (2), 299-309, 1996
2381996
Comparison of methods for the computation of multivariate normal probabilities
A Genz
Computing Science and Statistics, 400-400, 1993
2301993
Numerical computation of multivariate t-probabilities with application to power calculation of multiple contrasts
A Genz, F Bretz
Journal of Statistical Computation and Simulation 63 (4), 103-117, 1999
1901999
Testing multidimensional integration routines
A Genz
Proc. of international conference on Tools, methods and languages for …, 1984
1561984
Mvtnorm: multivariate normal and t distributions. R package version 0.9-2
A Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, T Hothorn
1242008
On the numerical availability of multiple comparison procedures
F Bretz, A Genz, L A. Hothorn
Biometrical Journal: Journal of Mathematical Methods in Biosciences 43 (5 …, 2001
1182001
A package for testing multiple integration subroutines
A Genz
Numerical Integration, 337-340, 1987
1041987
An imbedded family of fully symmetric numerical integration rules
AC Genz, AA Malik
SIAM Journal on Numerical Analysis 20 (3), 580-588, 1983
901983
mvtnorm: Multivariate Normal and t Distributions, 2012
A Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, T Hothorn
URL http://CRAN. R-project. org/package= mvtnorm. R package version 0.9-9992, 2013
822013
Numerical evaluation of singular multivariate normal distributions
A Genz, KS Kwong
Journal of Statistical Computation and Simulation 68 (1), 1-21, 2000
822000
Subregion-adaptive integration of functions having a dominant peak
A Genz, RE Kass
Journal of Computational and Graphical Statistics 6 (1), 92-111, 1997
811997
Stochastic integration rules for infinite regions
A Genz, J Monahan
SIAM journal on scientific computing 19 (2), 426-439, 1998
791998
Spherical-radial integration rules for Bayesian computation
J Monahan, A Genz
Journal of the American Statistical Association 92 (438), 664-674, 1997
791997
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