Hyper Markov laws in the statistical analysis of decomposable graphical models

DOI10.1214/aos/1176349260zbMath0815.62038OpenAlexW2019963883WikidataQ59631958 ScholiaQ59631958MaRDI QIDQ1314454

A. Philip Dawid, Steffen L. Lauritzen

Publication date: 29 June 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176349260

zbMATH Keywords

collapsibilityWishart distributioncuttriangulated graphsexpert systemsDirichlet distributiongraphical modelscontingency tablesconditional independencelog-linear modelsdecomposable graphinverse Wishart distributioncovariance selection modelshyper Markov lawhyper Dirichlet lawhyper inverse Wishart lawhyper matrix F lawhyper matrix t lawhyper multinomial lawhyper normal lawhyper Wishart lawMarkov probabilitiesmatrix F distributionmatrix t distributionmeta Markov modelsnatural conjugate prior distributionssampling distributions of maximum likelihood estimators

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15) Applications of graph theory (05C90) Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99) Statistical distribution theory (62E99)

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