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

Erika Banzato, Monica Chiogna, Vera Djordjilović and Davide Risso

Statistics & Probability Letters, 2023, vol. 193, issue C

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.

Keywords: Likelihood ratio test; Hypothesis test; Multivariate normal distribution (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109732

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