Hyper Markov laws in the statistical analysis of decomposable graphical models

DOI10.1214/AOS/1176349260zbMATH Open0815.62038OpenAlexW2019963883WikidataQ59631958 ScholiaQ59631958MaRDI QIDQ1314454FDOQ1314454

Authors: A. Philip Dawid, Steffen 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

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zbMATH Keywords

log-linear modelscontingency tablesDirichlet distributiongraphical modelsWishart distributionconditional independencecutcollapsibilitydecomposable graphinverse Wishart distributionexpert systemstriangulated graphscovariance 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

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

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