JASA
Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities
Authors
Jian Cao
Matthias Katzfuss
Paper Information
-
Journal:
Journal of the American Statistical Association -
DOI:
10.1080/01621459.2025.2546586
-
Added to Tracker:
Sep 03, 2025
Author Details
Jian Cao
AuthorMatthias Katzfuss
AuthorCitation Information
APA Format
Jian Cao
&
Matthias Katzfuss
.
Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities.
Journal of the American Statistical Association
, 10.1080/01621459.2025.2546586.
BibTeX Format
@article{paper440,
title = { Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities },
author = {
Jian Cao
and Matthias Katzfuss
},
journal = { Journal of the American Statistical Association },
doi = { 10.1080/01621459.2025.2546586 },
url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2546586 }
}