This work defines a new correction for the likelihood ratio test for a two-sample problem within the multivariate normal context. This correction applies to decomposable graphical models, where testing equality of distributions can be decomposed into lower dimensional problems.

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

Djordjilovic V.;
2023-01-01

Abstract

This work defines a new correction for the likelihood ratio test for a two-sample problem within the multivariate normal context. This correction applies to decomposable graphical models, where testing equality of distributions can be decomposed into lower dimensional problems.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/5009840
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