Symmetry and lattice conditional independence in a multivariate normal distribution

DOI10.1214/AOS/1028144848zbMATH Open0943.62047OpenAlexW2050015934MaRDI QIDQ1807091FDOQ1807091

Steen A. Andersson, Jesper Madsen

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1028144848

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zbMATH Keywords

likelihood ratio testconditional independencemaximum likelihood estimatordistributive latticegroup symmetryorthogonal group representation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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Cited In (16)

• Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
• Invariant normal models with recursive graphical Markov structure.
• Group symmetry and covariance regularization
• General canonical correlations with applications to group symmetry models
• Wishart distributions on homogeneous cones
• Estimation of proportional covariances in the presence of certain linear restrictions.
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• A universal algebraic approach for conditional independence
• A widely applicable extension of the random effects two-way layout: its definition and statistical analysis based on group invariance
• Binary Models for Marginal Independence
• Symmetries in directed Gaussian graphical models
• Model selection in the space of Gaussian models invariant by symmetry
• Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
• Chain Graph Models and their Causal Interpretations
• Modeling through group invariance: an interesting example with potential applications.
• Marginal permutation invariant covariance matrices with applications to linear models

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