Optimal second-order product probability bounds

DOI10.2307/3214774zbMATH Open0782.62057OpenAlexW2333365369MaRDI QIDQ4274458FDOQ4274458

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

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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)

Cited In (5)

• Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
• Product-Type Probability Bounds of Higher Order
• Title not available (Why is that?)
• Second order cumulants of products
• APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS

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