Estimation of a covariance matrix with zeros

Biometrika

Volumn 94, Issue 1, 2007, Pages 199-216

  Chaudhuri, Sanjay ^a   Drton, Mathias ^b   Richardson, Thomas S ^c  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF CHICAGO   (United States)

^c UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Covariance graph; Empirical likelihood; Graphical model; Marginal independence; Maximum likelihood estimation; Multivariate normal distribution

Indexed keywords

EID: 33947153898     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asm007     Document Type: Article

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