87 citations · 92 across the 2 of their papers we have counts for
2 papers
math.NA2010★ 5 cited
Recursive Numerical Evaluation of the Cumulative Bivariate Normal Distribution
Christian Meyer
We propose an algorithm for evaluation of the cumulative bivariate normal distribution, building upon Marsaglia's ideas for evaluation of the cumulative univariate normal distribut…
math.PR2009★ 87 cited
The Bivariate Normal Copula
Christian Meyer
We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the biv…