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.
A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models / Banzato E.; Chiogna M.; Djordjilovic V.; Risso D.. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - ELETTRONICO. - 193:(2023), pp. 109732.1-109732.6. [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 | |
|---|---|---|---|
|
1-s2.0-S0167715222002450-main.pdf
accesso aperto
Descrizione: pdf editoriale
Tipo:
Versione (PDF) editoriale
Licenza:
Licenza per Accesso Aperto. Creative Commons Attribuzione (CCBY)
Dimensione
398.02 kB
Formato
Adobe PDF
|
398.02 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
