Computing and approximating multivariate chi-square probabilities
DOI10.1080/00949655.2015.1058798OpenAlexW2183462685MaRDI QIDQ5222404FDOQ5222404
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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
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Cites Work
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- Integral representations and approximations for multivariate gamma distributions
Cited In (11)
- Approximating probabilities of correlated events
- Optimizing effective numbers of tests by vine copula modeling
- Multiplicity- and dependency-adjusted \(p\)-values for control of the family-wise error rate
- On the difference of two chi-square variates with application to outage probability computation
- Multiple multi-sample testing under arbitrary covariance dependency
- Empirical Likelihood for the Analysis of Experimental Designs
- A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses
- Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making
- Computation of multivariate normal and \(t\) probabilities
- Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry
- An efficient and flexible multiplicity adjustment for chi-square endpoints
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