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).


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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)
ePrint ID: 285
Date :
Date Event
Date Deposited: 15 Jan 2004
Last Modified: 17 Apr 2017 00:16
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/285

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