Some upper tail approximations for the distribution of the maximum of correlated chi-square or gamma random variables

zbMATH Open1306.62057MaRDI QIDQ2861992FDOQ2861992

Authors: T. Royen 

Publication date: 13 November 2013

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/7543.htm

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zbMATH Keywords

multivariate chi-square distributionmultivariate gamma distributionmultiple test procedures with correlated chi-square statisticsTaylor approximation for a multivariate gamma distributionupper tail approximation for a maximal chi-squareupper tail approximation for a maximal gamma random variable

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (3)

• Tail probabilities of the maxima of multilinear forms and their applications.
• Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
• Bounding the maximum of dependent random variables

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