Computing and approximating multivariate chi-square probabilities

DOI10.1080/00949655.2015.1058798OpenAlexW2183462685MaRDI QIDQ5222404

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Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1058798

zbMATH Keywords

linkage disequilibriumWishart matrixcorrelation matrixBonferroni inequalitieseffective number of testschain factorizationsub-Markovian\(m\)-factorial matrixproduct-type probability approximations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Computation of special functions and constants, construction of tables (65D20) Approximations to statistical distributions (nonasymptotic) (62E17)

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