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Reference for the bivariate CDF approximation #33

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fredcallaway opened this issue May 10, 2022 · 1 comment
Open

Reference for the bivariate CDF approximation #33

fredcallaway opened this issue May 10, 2022 · 1 comment

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@fredcallaway
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Any chance you could provide a citation for the CDF approximation method? Or did you come up with it yourself?
@mschauer
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I think what we really should do is calling https://github.com/JuliaStats/StatsFuns.jl/blob/e21bc26b1773aeb86bc8df4832db9c371d09ba2b/src/tvpack.jl#L338 which was added in the mean time and is a proper implementation for sure.

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@mschauer @fredcallaway