Estimation of a covariance matrix with zeros
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Publication:3512689
DOI10.1093/biomet/asm007zbMath1143.62032arXivmath/0508268WikidataQ57566449 ScholiaQ57566449MaRDI QIDQ3512689
Mathias Drton, Thomas S. Richardson, Sanjay Chaudhuri
Publication date: 21 July 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0508268
maximum likelihood estimation; empirical likelihood; multivariate normal distribution; graphical model; covariance graph; marginal independence
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