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• W2183462685 abstract "We consider computational methods for evaluating and approximating multivariate chi-square probabilities in cases where the pertaining correlation matrix or blocks thereof have a low factorial representation. To this end, techniques from matrix factorization and probability theory are applied. We outline a variety of statistical applications of multivariate chi-square distributions and provide a system of MATLAB programs implementing the proposed algorithms. Computer simulations demonstrate the accuracy and the computational efficiency of our methods in comparison with Monte Carlo approximations, and a real data example from statistical genetics illustrates their usage in practice." @default.
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• W2183462685 date "2015-06-29" @default.
• W2183462685 modified "2023-10-14" @default.
• W2183462685 title "Computing and approximating multivariate chi-square probabilities" @default.
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• W2183462685 doi "https://doi.org/10.1080/00949655.2015.1058798" @default.
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