This work defines a new correction for the likelihood ratio test for a two-sample problem within the multivariate normal context. It applies to decomposable graphical models, where testing equality of distributions can be decomposed into lower dimensional problems.
This work defines a new correction for the likelihood ratio test for a two-sample problem within the multivariate normal context. This correction applies to decomposable graphical models, where testing equality of distributions can be decomposed into lower dimensional problems.
Banzato E., Chiogna M., Djordjilovic V., Risso D. (2023). A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models. STATISTICS & PROBABILITY LETTERS, 193, 1-6 [10.1016/j.spl.2022.109732].
A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models
Banzato E.;Chiogna M.;
2023
Abstract
This work defines a new correction for the likelihood ratio test for a two-sample problem within the multivariate normal context. This correction applies to decomposable graphical models, where testing equality of distributions can be decomposed into lower dimensional problems.| File | Dimensione | Formato | |
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