A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models

A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models

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.

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Veröffentlicht in:Statistics & probability letters 2023-02, Vol.193, p.109732, Article 109732
Hauptverfasser: Banzato, Erika, Chiogna, Monica, Djordjilović, Vera, Risso, Davide
Format: Artikel
Sprache:eng
Schlagworte:
Hypothesis test
Likelihood ratio test
Multivariate normal distribution
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Beschreibung
Zusammenfassung: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2022.109732