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EnglishThe paper contains some results on model selection in conditional independence graphs when the variables have an extended Skew Normal distribution. This family is a slight modification of the Skew Normal one, that extends the class of Normal distributions through the addition of a shape parameter that regulates the skewness. A test based on a Wald-type statistic for a single edge exclusion/inclusion is proposed. Its performances, in finite samples, are assessed through numerical experiments.
| Titolo: | A Wald's test for conditional independence Skew Normal graphs | |
| Autore/i: | CAPITANIO, ANTONELLA; Pacillo S. | |
| Autore/i Unibo: | ||
| Anno: | 2008 | |
| Titolo del libro: | Proceedings in Computational Statistics - COMPSTAT 2008 | |
| Pagina iniziale: | 421 | |
| Pagina finale: | 428 | |
| Abstract: | The paper contains some results on model selection in conditional independence graphs when the variables have an extended Skew Normal distribution. This family is a slight modification of the Skew Normal one, that extends the class of Normal distributions through the addition of a shape parameter that regulates the skewness. A test based on a Wald-type statistic for a single edge exclusion/inclusion is proposed. Its performances, in finite samples, are assessed through numerical experiments. | |
| Data prodotto definitivo in UGOV: | 27-feb-2009 | |
| Appare nelle tipologie: | 4.01 Contributo in Atti di convegno |
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