Symmetry and lattice conditional independence in a multivariate normal distribution

• 成果类型: Article
• 署名作者: Andersson, S; Madsen, J
• 署名单位: Indiana University System; Indiana University Bloomington; University of Copenhagen
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 525-572
• 关键词: linear-models

摘要

A class of multivariate normal models with symmetry restrictions given by a finite group and conditional independence restrictions given by a finite distributive lattice is defined and studied. The statistical properties of these models including maximum likelihood inference, invariance and hypothesis testing are discussed.