An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models
DOI10.1002/CJS.11201zbMATH Open1349.62230OpenAlexW1514665307MaRDI QIDQ5413639FDOQ5413639
Authors: Hélène Massam, Yan Yan Wu, Augustine Wong 
Publication date: 30 April 2014
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11201
Recommendations
- Covariance Estimation in Decomposable Gaussian Graphical Models
- Tests for Gaussian graphical models
- Exact test theory in Gaussian graphical models
- Covariance decomposition in undirected Gaussian graphical models
- Testing homogeneity of covariance matrices of completely symmetric Gaussian models
- Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
- Decomposable graphical Gaussian model determination
- Testing the equality of several covariance matrices
- A robust testing procedure for the equality of covariance matrices
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
- Title not available (Why is that?)
- Properties of sufficiency and statistical tests
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Regularized estimation of large covariance matrices
- Title not available (Why is that?)
- Probabilistic graphical models.
- Wishart distributions for decomposable graphs
- Saddlepoint Approximations with Applications
- Flexible covariance estimation in graphical Gaussian models
- Covariance matrix selection and estimation via penalised normal likelihood
- Saddlepoint expansions for conditional distributions
- Saddle point approximation for the distribution of the sum of independent random variables
- Unbiasedness of the likelihood ratio tests for equality of several covariance matrices and equality of several multivariate normal populations
- Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions
- Essentials of Statistical Inference
- Saddlepoint approximations for P-values of some tests of covariance matrices
Cited In (2)
This page was built for publication: An accurate test for the equality of covariance matrices from decomposable graphical Gaussian models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5413639)
