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

Author

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  • Banzato, Erika
  • Chiogna, Monica
  • Djordjilović, Vera
  • Risso, Davide

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.

Suggested Citation

  • Banzato, Erika & Chiogna, Monica & Djordjilović, Vera & Risso, Davide, 2023. "A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models," Statistics & Probability Letters, Elsevier, vol. 193(C).
    • Handle: RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002450
    DOI: 10.1016/j.spl.2022.109732
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    References listed on IDEAS

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    1. Tiefeng Jiang & Yongcheng Qi, 2015. "Likelihood Ratio Tests for High-Dimensional Normal Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 988-1009, December.
    2. Djordjilović, Vera & Chiogna, Monica, 2022. "Searching for a source of difference in graphical models," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
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