Estimation and testing for lattice conditional independence models on Euclidean Jordan algebras
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covariance selectionEuclidean Jordan algebrasymmetric conesWishart distributionslattice conditional independence models
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)
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Cites work
- scientific article; zbMATH DE number 4126504 (Why is no real title available?)
- scientific article; zbMATH DE number 1271955 (Why is no real title available?)
- scientific article; zbMATH DE number 715155 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A graphical characterization of lattice conditional independence models
- An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
- Covariance hypothesis which are linear in both the covariance and the inverse covariance
- Invariant normal models
- Lattice models for conditional independence in a multivariate normal distribution
- Linear and graphical models for the multivariate complex normal distribution
- Normal linear regression models with recursive graphical Markov structure
- On transformations and determinants of Wishart variables on symmetric cones
- Quadratic and inverse regressions for Wishart distributions.
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- Symmetry and lattice conditional independence in a multivariate normal distribution
- The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
Cited in
(18)- scientific article; zbMATH DE number 1419282 (Why is no real title available?)
- Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
- The role of abstract algebra in structured estimation theory
- Wishart-Laplace distributions associated with matrix quadratic forms
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
- 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
- Extremal rays and duals for cones of positive definite matrices with prescribed zeros
- Feasibility conditions on the parameters of a strongly regular graph
- Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
- Lattice conditional independence models and Hibi ideals
- A universal algebraic approach for conditional independence
- Conditional independence models for seemingly unrelated regressions with incomplete data
- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- Jordan algebras and dual affine connections on symmetric cones
- Covariance selection and multivariate dependence
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