Gaussian Markov distributions over finite graphs

DOI10.1214/AOS/1176349846zbMATH Open0589.62033OpenAlexW2033222113MaRDI QIDQ1074271FDOQ1074271

Authors: H. T. Kiiveri, Terence P. Speed 

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349846

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zbMATH Keywords

likelihood equationsMarkov propertyI-divergencesimple graphconvergence proofcyclic algorithmscovariance selection modelsconditional independenciesGaussian distributions with given marginalsGaussian Markov distributionsiterative proportional scaling of contingency tablespattern of zeros

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Parametric inference (62F99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Special processes (60K99)

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