Power of edge exclusion tests in graphical Gaussian models

M. Fátima Salgueiro, Peter W. F. Smith and John W. McDonald

Biometrika, 2005, vol. 92, issue 1, 173-182

Abstract: Asymptotic multivariate normal approximations to the joint distributions of edge exclusion test statistics for saturated graphical Gaussian models are derived. Non-signed and signed square-root versions of the likelihood ratio, Wald and score test statistics are considered. Noncentral chi-squared approximations are also considered for the non-signed versions. These approximations are used to estimate the power of edge exclusion tests and an example is presented. Copyright 2005, Oxford University Press.

Date: 2005
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