Maximum likelihood estimation in Gaussian chain graph models under the alternative Markov property

Scandinavian Journal of Statistics

Volumn 33, Issue 2, 2006, Pages 247-257

  Drton, Mathias ^a   Eichler, Michael ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

AMP chain graph; Graphical model; Iterative partial maximization; Maximum likelihood estimation; Multivariate normal distribution

Indexed keywords

EID: 33745306526     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2006.00482.x     Document Type: Article

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