Power of edge exclusion tests in graphical gaussian models
Salguiero, Fatima, Smith, Peter and McDonald, John (2003) Power of edge exclusion tests in graphical gaussian models. Southampton, UK, Southampton Statistical Sciences Research Institute, 21pp. (S3RI Methodology Working Papers, (M03/02) ).
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. Non-central 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.
|Item Type:||Monograph (Working Paper)|
|Subjects:||H Social Sciences > HA Statistics|
|Divisions:||University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
|Date Deposited:||15 Jan 2004|
|Last Modified:||03 Mar 2012 18:21|
|Contributors:||Salguiero, Fatima (Author)
Smith, Peter (Author)
McDonald, John (Author)
|Publisher:||Southampton Statistical Sciences Research Institute|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
Actions (login required)