Salguiero, Fatima, Smith, Peter and McDonald, John
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.
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