Testing for Nodal Dependence in Relational Data Matrices

DOI10.1080/01621459.2014.965777zbMath1373.62279arXiv1306.5786OpenAlexW2013426607WikidataQ31079421 ScholiaQ31079421MaRDI QIDQ5367417

Alexander Volfovsky, Peter D. Hoff

Publication date: 13 October 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5786

zbMATH Keywords

hypothesis testingnetworksmaximum likelihoodmatrix normallikelihood ratio test (LRT)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

Sharp total variation bounds for finitely exchangeable arrays ⋮ Limitations on detecting row covariance in the presence of column covariance ⋮ Estimation of a multiplicative correlation structure in the large dimensional case ⋮ Existence and uniqueness of the Kronecker covariance MLE

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