The University of Southampton
University of Southampton Institutional Repository

Power of edge exclusion tests in graphical gaussian models

Power of edge exclusion tests in graphical gaussian models
Power of edge exclusion tests in graphical gaussian models
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.
M03/02
Southampton Statistical Sciences Research Institute, University of Southampton
Salguiero, Fatima
0b2ee646-4d9e-4a87-89c3-c01ddce33fe4
Smith, Peter
961a01a3-bf4c-43ca-9599-5be4fd5d3940
McDonald, John
9adae16e-e1e1-4ddf-bf4c-7231ee8c1c8e
Salguiero, Fatima
0b2ee646-4d9e-4a87-89c3-c01ddce33fe4
Smith, Peter
961a01a3-bf4c-43ca-9599-5be4fd5d3940
McDonald, John
9adae16e-e1e1-4ddf-bf4c-7231ee8c1c8e

Salguiero, Fatima, Smith, Peter and McDonald, John (2003) Power of edge exclusion tests in graphical gaussian models (S3RI Methodology Working Papers, M03/02) Southampton, UK. Southampton Statistical Sciences Research Institute, University of Southampton 21pp.

Record type: Monograph (Working Paper)

Abstract

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.

Text
285-01.pdf - Other
Download (214kB)

More information

Published date: 2003

Identifiers

Local EPrints ID: 285
URI: http://eprints.soton.ac.uk/id/eprint/285
PURE UUID: 0a5bd54f-2b2a-45f2-b38a-b5bb4c0c0668
ORCID for Peter Smith: ORCID iD orcid.org/0000-0003-4423-5410

Catalogue record

Date deposited: 15 Jan 2004
Last modified: 16 Mar 2024 02:41

Export record

Contributors

Author: Fatima Salguiero
Author: Peter Smith ORCID iD
Author: John McDonald

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×