Empirical likelihood for linear structural equation models with dependent errors
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 45532 (Why is no real title available?)
- Ancestral graph Markov models.
- Causality. Models, reasoning, and inference
- Computing maximum likelihood estimates in recursive linear models with correlated errors
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- Empty set problem of maximum empirical likelihood methods
- Estimation of a covariance matrix with zeros
- Extended empirical likelihood for estimating equations
- Generic identifiability of linear structural equation models by ancestor decomposition
- Half-trek criterion for generic identifiability of linear structural equation models
- Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation
- Learning high-dimensional directed acyclic graphs with latent and selection variables
- Probability distributions with summary graph structure
Cited in
(3)
This page was built for publication: Empirical likelihood for linear structural equation models with dependent errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540538)