A multitest procedure for testing MTP2 for Gaussian distributions

DOI10.1080/03610926.2022.2081339OpenAlexW4281733054MaRDI QIDQ6089142

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

zbMATH Keywords

Gaussian distributionMTP2desparsified glassomultitest

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Total positivity in Markov structures
• Maximum likelihood estimation in Gaussian models under total positivity
• Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
• Model selection and estimation in the Gaussian graphical model
• Testing multivariate normality
• Universal inference
• Measures of multivariate skewness and kurtosis with applications

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