Invariant normal models with recursive graphical Markov structure

Annals of Statistics

Volumn 28, Issue 4, 2000, Pages 1150-1178

  Madsen, Jesper ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Acyclic directed graph; Conditional independence; Graphical Markov structure; Group symmetry; Invariance; Maximum likelihood estimator; Multivariate normal distribution; Orthogonal group representation

Indexed keywords

EID: 0034237947     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015956711     Document Type: Article

References (9)

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