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.

Bibliographische Detailangaben

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
Online-Zugang:	Volltext
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