As has been noted by several authors, when a multivariate normal distribution with correlation matrix {ρij} has a correlation structure of the form ρij = αi αj (i ≠ j), where -1 ≤ αi ≤ + 1, its c.d.f.

This is a preview. Log in through your library . Abstract A Remes-type algorithm based on linear programming is presented for computing linear best Chebyshev approximations to multivariate functions.