ESTIMATION OF MEANS IN GRAPHICAL GAUSSIAN MODELS WITH SYMMETRIES

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose corresponding means are restricted to being identical. We find a...

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Veröffentlicht in:	The Annals of statistics 2012-04, Vol.40 (2), p.1061-1073
Hauptverfasser:	Gehrmann, Helene, Lauritzen, Steffen L.
Format:	Artikel
Sprache:	eng
Schlagworte:	62F99 62H12 Conditional independence Covariance Estimating techniques Estimators invariance Least squares Mathematical vectors Maximum likelihood estimation Maximum likelihood estimators Normal distribution patterned mean vector Statistics Studies Sufficient conditions Symmetry Vertices
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