Optimal second-order product probability bounds

DOI10.2307/3214774MaRDI QIDQ4274458zbMATH OpenOpenAlexFDO

Authors Henry W. Block, Timothy M. Costigan, Allan R. Sampson

Publication date 6 January 1994

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214774

zbMATH Keywords

change pointsimultaneous inferencecovariance matrixpartial correlationlower boundspositive dependencespanning treegroup sequential analysisautoregressive correlationsbivariate probability structuremultiple comparisons to a controlproduct boundssecond-order Bonferroni bounds

Mathematics Subject Classification ID

Applications of graph theory (05C90) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

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