Invariant normal models with recursive graphical Markov structure

• 成果类型: Article
• 署名作者: Madsen, J
• 署名单位: University of Copenhagen
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1015956711
• 发表日期: 2000
• 页码: 1150-1178
• 关键词: conditional-independence

摘要

An extension of the class of GS-LCI normal models introduced by Andersson and Madsen is defined and studied. The models are defined in terms of symmetry restrictions given by a finite group and conditional independence restrictions given by an acyclic directed graph. Maximum likelihood estimation of the parameters in the models is discussed.