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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).

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.

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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

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Date deposited: 15 Jan 2004
Last modified: 17 Jul 2017 17:18

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Contributors

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

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