Salgueiro, M. Fátima; Smith, Peter W. F.; McDonald, John W. - In: Biometrika 92 (2005) 1, pp. 173-182
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...