A simple approximation to the bivariate normal distribution with large correlation coefficient

Research output: Book/Report › Report › Professional

Name	Memorandum
Publisher	Faculty of Applied Mathematics, University of Twente
No.	1011
ISSN (Print)	0921-1969

Cite this

@book{2cff3dd12bd74bd197e0e7e74b231220,

title = "A simple approximation to the bivariate normal distribution with large correlation coefficient",

author = "Willem Albers and Kallenberg, \{Wilbert C.M.\}",

year = "1991",

language = "English",

series = "Memorandum",

publisher = "University of Twente",

number = "1011",

address = "Netherlands",

}