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

DOI10.1016/J.SPL.2022.109732OpenAlexW4308736870MaRDI QIDQ2105404

Davide Risso, Erika Banzato, Vera Djordjilović, Monica Chiogna

Publication date: 8 December 2022

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

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

zbMATH Keywords

likelihood ratio testhypothesis testmultivariate normal distribution

Mathematics Subject Classification ID

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

Uses Software

• MIM

Cites Work

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• Searching for a source of difference in graphical models
• Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
• Likelihood Ratio Tests for High‐Dimensional Normal Distributions
• Asymptotic Statistics
• Introduction to Graphical Modelling
• On the phase transition of Wilks’ phenomenon
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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