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.

--

Likelihood ratio test,Overall power,Partial correlation,Score test,Signed square-root test,Wald test

• Matemática - Ciências Naturais
• Ciências Biológicas - Ciências Naturais