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

DOI10.1016/J.SPL.2022.109732MaRDI QIDQ2105404zbMATH OpenOpenAlexFDO

Authors Erika Banzato, Monica Chiogna, Vera Djordjilović, Davide Risso

Publication date 8 December 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.spl.2022.109732

zbMATH Keywords

hypothesis testlikelihood ratio testmultivariate normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• Asymptotic Statistics
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• Introduction to Graphical Modelling
• Likelihood ratio tests for high-dimensional normal distributions
• On the phase transition of Wilks’ phenomenon
• Searching for a source of difference in graphical models
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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• MIM

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