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
Author
Matthias Katzfuss
Author
Citation 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 }
}