Graphical methods for efficient likelihood inference in Gaussian covariance models

zbMath1225.62031arXiv0708.1321MaRDI QIDQ3096135

Mathias Drton, Thomas S. Richardson

Publication date: 8 November 2011

Full work available at URL: https://arxiv.org/abs/0708.1321

zbMATH Keywords

maximum likelihood estimation; multivariate normal distribution; ancestral graph; graphical model; covariance graph; marginal independence

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62F10: Point estimation

05C90: Applications of graph theory

Uses Software

• SINGULAR