An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models
DOI10.1002/cjs.11201zbMath1349.62230OpenAlexW1514665307MaRDI QIDQ5413639
Hélène Massam, Yan Yan Wu, Augustine C. M. Wong
Publication date: 30 April 2014
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11201
decomposable graphical modelscumulant generating functionequality of covariance matricesLugannani and Rice formulaadjusted likelihood ratio test statisticBartlett-Box M-statistic
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Graphical methods in statistics (62A09)
Cites Work
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