Power of edge exclusion tests in graphical Gaussian models
成果类型：
Article
署名作者：
Salgueiro, MF; Smith, PWF; McDonald, JW
署名单位：
Instituto Universitario de Lisboa; University of Southampton
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/92.1.173
发表日期：
2005
页码：
173182
关键词：
摘要：
Asymptotic multivariate normal approximations to the joint distributions of edge exclusion test statistics for saturated graphical Gaussian models are derived. Non-signed and signed square-root versions of the likelihood ratio, Wald and score test statistics are considered. Noncentral chi-squared approximations are also considered for the non-signed versions. These approximations are used to estimate the power of edge exclusion tests and an example is presented.