The Annals of Statistics
- Ann. Statist.
- Volume 28, Number 4 (2000), 1150-1178.
Invariant normal models with recursive graphical Markov structure
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.
Ann. Statist., Volume 28, Number 4 (2000), 1150-1178.
First available in Project Euclid: 12 March 2002
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Group symmetry invariance orthogonal group representation acyclic directed graph conditional independence graphical Markov structure maximum likelihood estimator multivariate normal distribution
Madsen, Jesper. Invariant normal models with recursive graphical Markov structure. Ann. Statist. 28 (2000), no. 4, 1150--1178. doi:10.1214/aos/1015956711. https://projecteuclid.org/euclid.aos/1015956711