A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models

被引：0

作者：

Banzato, Erika ^{[1
]}

Chiogna, Monica ^{[2
]}

Djordjilovic, Vera ^{[3
]}

Risso, Davide ^{[1
]}

机构：

[1] Univ Padua, Dept Stat Sci, Via C Battisti 241, Padua, Italy

[2] Univ Bologna, Dept Stat Sci, Via Belle Arti 41, Bologna, Italy

[3] CaFoscari Univ Venice, Dept Econ, Cannaregio 873, Venice, Italy

来源：

STATISTICS & PROBABILITY LETTERS | 2023年 / 193卷

基金：

美国国家卫生研究院;

关键词：

Likelihood ratio test; Hypothesis test; Multivariate normal distribution;

D O I：

10.1016/j.spl.2022.109732

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This work defines a new correction for the likelihood ratio test for a two-sample prob-lem within the multivariate normal context. This correction applies to decomposable graphical models, where testing equality of distributions can be decomposed into lower dimensional problems. (c) 2022 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

引用

页数：6

共 17 条

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