Salgueiro, M. Fátima, Smith, Peter W.F. and McDonald, John W.
Power of edge exclusion tests in graphical Gaussian models
Biometrika, 92, (1), . (doi:10.1093/biomet/92.1.173).
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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.
Noncentral 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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