Multiple testing with optimal individual tests in Gaussian graphical model selection
Statistics Theory
2016-04-26 v1 Statistics Theory
Abstract
Gaussian Graphical Model selection problem is considered. Concentration graph is identified by multiple decision procedure based on individual tests. Optimal unbiased individual tests are constructed. It is shown that optimal tests are equivalent to sample partial correlation tests. Associated multiple decision procedure is compared with standard procedure.
Cite
@article{arxiv.1604.06874,
title = {Multiple testing with optimal individual tests in Gaussian graphical model selection},
author = {Petr A. Koldanov and Alexander P. Koldanov and Panos Pardalos},
journal= {arXiv preprint arXiv:1604.06874},
year = {2016}
}
Comments
11 pages, 3 figures