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.
Publié le : 1998-04-14
Classification:
Group symmetry,
invariance,
orthogonal group representation,
quotient space,
conditional independence,
distributive lattice,
join-irreducible elements,
maximum likelihood estimator,
likelihood ratio test,
multivariate normal distribution,
62H12,
62H15,
62H10,
62H20,
62A05
@article{1028144848,
author = {Andersson, Steen and Madsen, Jesper},
title = {Symmetry and lattice conditional independence in a multivariate normal distribution},
journal = {Ann. Statist.},
volume = {26},
number = {3},
year = {1998},
pages = { 525-572},
language = {en},
url = {http://dml.mathdoc.fr/item/1028144848}
}
Andersson, Steen; Madsen, Jesper. Symmetry and lattice conditional independence in a multivariate normal distribution. Ann. Statist., Tome 26 (1998) no. 3, pp. 525-572. http://gdmltest.u-ga.fr/item/1028144848/