A multitest procedure for testing MTP2 for Gaussian distributions
From MaRDI portal
Publication:6089142
DOI10.1080/03610926.2022.2081339OpenAlexW4281733054MaRDI QIDQ6089142FDOQ6089142
Authors: Konrad Furmańczyk
Publication date: 17 November 2023
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2081339
Cites Work
- Multiple testing and error control in Gaussian graphical model selection
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Model selection and estimation in the Gaussian graphical model
- Title not available (Why is that?)
- Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
- Measures of multivariate skewness and kurtosis with applications
- Testing multivariate normality
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- A likelihood ratio test for \(\text{MTP}_ 2\) within binary variables.
- Total positivity in Markov structures
- Title not available (Why is that?)
- Maximum likelihood estimation in Gaussian models under total positivity
- Title not available (Why is that?)
- M-matrices as covariance matrices of multinormal distributions
- Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
- Universal inference
This page was built for publication: A multitest procedure for testing MTP2 for Gaussian distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6089142)