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Salgueiro, M. F., Smith, P. W. F. & McDonald, J. W. (2005). Power of edge exclusion tests in graphical Gaussian models. Biometrika. 92 (1), 173-182
M. D. Salgueiro et al., "Power of edge exclusion tests in graphical Gaussian models", in Biometrika, vol. 92, no. 1, pp. 173-182, 2005
@article{salgueiro2005_1734883380410, author = "Salgueiro, M. F. and Smith, P. W. F. and McDonald, J. W.", title = "Power of edge exclusion tests in graphical Gaussian models", journal = "Biometrika", year = "2005", volume = "92", number = "1", doi = "10.1093/biomet/92.1.173", pages = "173-182", url = "https://academic.oup.com/biomet" }
TY - JOUR TI - Power of edge exclusion tests in graphical Gaussian models T2 - Biometrika VL - 92 IS - 1 AU - Salgueiro, M. F. AU - Smith, P. W. F. AU - McDonald, J. W. PY - 2005 SP - 173-182 SN - 0006-3444 DO - 10.1093/biomet/92.1.173 UR - https://academic.oup.com/biomet AB - 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. ER -