Multiple testing with optimal individual tests in Gaussian graphical model selection
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Publication:6272829
arXiv1604.06874MaRDI QIDQ6272829FDOQ6272829
Panos M. Pardalos, Petr A. Koldanov, Alexander P. Koldanov
Publication date: 23 April 2016
Abstract: Gaussian Graphical Model selection problem is considered. Concentration graph is identified by multiple decision procedure based on individual tests. Optimal unbiased individual tests are constructed. It is shown that optimal tests are equivalent to sample partial correlation tests. Associated multiple decision procedure is compared with standard procedure.
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