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.
Publié le : 2000-08-14
Classification:
Group symmetry,
invariance,
orthogonal group representation,
acyclic directed graph,
conditional independence,
graphical Markov structure,
maximum likelihood estimator,
multivariate normal distribution,
62H12,
62H15,
62H10,
62H20,
62A05
@article{1015956711,
author = {Madsen, Jesper},
title = {Invariant normal models with recursive graphical Markov
structure},
journal = {Ann. Statist.},
volume = {28},
number = {3},
year = {2000},
pages = { 1150-1178},
language = {en},
url = {http://dml.mathdoc.fr/item/1015956711}
}
Madsen, Jesper. Invariant normal models with recursive graphical Markov
structure. Ann. Statist., Tome 28 (2000) no. 3, pp. 1150-1178. http://gdmltest.u-ga.fr/item/1015956711/