Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras

DOI10.1214/AOS/1024691088zbMATH Open0932.62067OpenAlexW2003187299MaRDI QIDQ1807103FDOQ1807103

Authors: Hélène Massam, Erhard Neher 

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/1024691088

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zbMATH Keywords

covariance selectionEuclidean Jordan algebrasymmetric conesWishart distributionslattice conditional independence models

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Jordan algebras (algebras, triples and pairs) (17C99)

Cites Work

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• On transformations and determinants of Wishart variables on symmetric cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• A graphical characterization of lattice conditional independence models
• Lattice models for conditional independence in a multivariate normal distribution
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• Normal linear regression models with recursive graphical Markov structure
• Linear and graphical models for the multivariate complex normal distribution
• Quadratic and inverse regressions for Wishart distributions.
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
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Cited In (18)

• The role of abstract algebra in structured estimation theory
• Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
• Wishart-Laplace distributions associated with matrix quadratic forms
• Euclidean Jordan Algebras and Strongly Regular Graphs
• Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms
• Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
• Feasibility conditions on the parameters of a strongly regular graph
• Extremal rays and duals for cones of positive definite matrices with prescribed zeros
• Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras
• Lattice conditional independence models and Hibi ideals
• Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
• A universal algebraic approach for conditional independence
• Conditional independence models for seemingly unrelated regressions with incomplete data
• Jordan algebras and dual affine connections on symmetric cones
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Covariance selection and multivariate dependence
• Title not available (Why is that?)
• Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models

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