Author of the publication

Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities.

, , , and . Stat. Comput., 31 (1): 2 (2021)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities., , , and . Stat. Comput., 31 (1): 2 (2021)Robustness properties of dispersion estimators, and . Statistics & Probability Letters, 44 (4): 343--350 (Oct 1, 1999)Asymptotic variance of M-estimators for dependent Gaussian random variables. Statistics & Probability Letters, 38 (3): 255--261 (Jun 15, 1998)Parallel Approximation of the Maximum Likelihood Estimation for the Prediction of Large-Scale Geostatistics Simulations., , , , and . CLUSTER, page 98-108. IEEE Computer Society, (2018)Portability and scalability evaluation of large-scale statistical modeling and prediction software through HPC-ready containers., , , , , , , and . Future Gener. Comput. Syst., (2024)Reshaping Geostatistical Modeling and Prediction for Extreme-Scale Environmental Applications., , , , , , , , , and 1 other author(s). SC, page 2:1-2:12. IEEE, (2022)Forecasting Uncertainty in Electricity Smart Meter Data by Boosting Additive Quantile Regression., , , and . IEEE Trans. Smart Grid, 7 (5): 2448-2455 (2016)Mixtures of skewed Kalman filters., , , and . J. Multivar. Anal., (2014)Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities., , , and . Stat. Comput., 29 (3): 585-598 (2019)The change-of-variance function: a tool to explore the effects of dependencies in spatial statistics. Journal of Statistical Planning and Inference, 98 (1-2): 191--209 (Oct 1, 2001)