The supremum of chi-square processes

DOI10.1007/s11009-013-9331-1zbMath1335.60080OpenAlexW1979407251MaRDI QIDQ479180

Charles-Elie Rabier, A. C. Genz

Publication date: 5 December 2014

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9331-1

zbMATH Keywords

Monte Carlo methodquasi-Monte Carlo methodOrnstein-Uhlenbeck processesquantitative trait locus detectionchi-square processessuprema

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Extreme value theory; extremal stochastic processes (60G70) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical integration (65D30) Inference from stochastic processes and fuzziness (62M86)

Related Items (3)

Chi-square processes for gene mapping in a population with family structure ⋮ Local and uniform moduli of continuity of chi-square processes ⋮ Extremes of L^p-norm of vector-valued Gaussian processes with trend

Uses Software

• QSIMVN

Cites Work

• Sequences, discrepancies and applications
• Computation of multivariate normal and \(t\) probabilities
• Statistical genetics of quantitative traits. Linkage, maps, and QTL.
• Crossing probabilities for a square root boundary by a bessel process
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